-1.5%
BX vs CCEP
+26.2%
-27.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +8.8% | +11.0% | -2.1% | +6.5% |
| 3M | -18.3% | +9.2% | -27.5% | -19.9% |
| 6M | -1.5% | +27.2% | -28.7% | -4.4% |
| All | -1.5% | +26.2% | -27.7% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling