+967.7%
BX vs CCEP
+1,344.8%
-377.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.7% |
| 7D | -4.4% | -3.1% | -1.3% | -2.6% |
| 30D | +0.1% | -2.6% | +2.7% | +1.5% |
| 3M | +16.0% | +14.9% | +1.1% | +6.2% |
| 6M | +21.6% | +2.3% | +19.4% | +18.7% |
| YTD | -8.9% | +17.8% | -26.7% | -18.9% |
| 1Y | -16.6% | +24.2% | -40.8% | -28.3% |
| 3Y | +43.3% | +84.7% | -41.4% | -5.1% |
| 5Y | +25.7% | +103.2% | -77.5% | -22.0% |
| 10Y | +689.5% | +257.4% | +432.1% | +219.0% |
| All | +967.7% | +1,344.8% | -377.0% | +35.4% |
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 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