+241.0%
CCEP vs BAH
+182.5%
+58.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.9% |
| 7D | -1.0% | -4.3% | +3.4% | -0.2% |
| 30D | -1.6% | -4.5% | +2.9% | -0.9% |
| 3M | +11.9% | -7.6% | +19.5% | +13.0% |
| 6M | +7.5% | -10.6% | +18.1% | +8.8% |
| YTD | +18.7% | -12.6% | +31.3% | +19.7% |
| 1Y | +21.4% | -27.0% | +48.4% | +26.5% |
| 3Y | +89.1% | -31.5% | +120.6% | +91.0% |
| 5Y | +108.7% | -3.8% | +112.5% | +87.3% |
| 10Y | +241.0% | +183.9% | +57.0% | +144.7% |
| All | +241.0% | +182.5% | +58.4% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling