+76.4%
BND vs CCEP
+1,553.3%
-1,476.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -0.1% | -3.1% | +2.9% | -0.1% |
| 30D | -0.4% | -2.6% | +2.2% | -0.3% |
| 3M | -0.6% | +14.9% | -15.6% | -0.9% |
| 6M | -1.4% | +2.3% | -3.7% | -1.5% |
| YTD | -0.2% | +17.8% | -18.1% | -0.5% |
| 1Y | +1.3% | +24.2% | -22.9% | +0.9% |
| 3Y | +13.2% | +84.7% | -71.6% | +12.1% |
| 5Y | -1.6% | +103.2% | -104.8% | -2.7% |
| 10Y | +15.5% | +257.4% | -241.9% | +13.5% |
| All | +76.4% | +1,553.3% | -1,476.9% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling