+24.3%
BX vs CCEP
+108.6%
-84.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.0% |
| 7D | -2.0% | -1.0% | -1.0% | -1.5% |
| 30D | -2.3% | -1.6% | -0.7% | -1.6% |
| 3M | +18.5% | +11.9% | +6.7% | +10.6% |
| 6M | +23.7% | +7.5% | +16.3% | +17.6% |
| YTD | -10.4% | +18.7% | -29.1% | -20.5% |
| 1Y | -19.6% | +21.4% | -41.0% | -30.0% |
| 3Y | +30.8% | +89.1% | -58.3% | -20.2% |
| 5Y | +24.3% | +108.7% | -84.4% | -30.9% |
| All | +24.3% | +108.6% | -84.2% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling