+838.5%
BX vs CCEP
+1,497.4%
-658.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -1.1% | -0.3% | -0.8% | -0.9% |
| 30D | +8.8% | +11.0% | -2.1% | +2.3% |
| 3M | -18.3% | +9.2% | -27.5% | -22.5% |
| 6M | -1.5% | +27.2% | -28.7% | -15.3% |
| YTD | -19.9% | +30.3% | -50.2% | -32.9% |
| 1Y | -14.5% | +28.7% | -43.2% | -27.8% |
| 3Y | +32.3% | +109.4% | -77.1% | -18.7% |
| 5Y | -1.1% | +144.1% | -145.2% | -44.8% |
| 10Y | +657.8% | +332.0% | +325.8% | +174.4% |
| All | +838.5% | +1,497.4% | -658.9% | +12.1% |
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