+89.1%
CCEP vs BAH
-32.1%
+121.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.8% |
| 7D | -1.0% | -4.3% | +3.4% | -0.9% |
| 30D | -1.6% | -4.5% | +2.9% | -1.5% |
| 3M | +11.9% | -7.6% | +19.5% | +11.9% |
| 6M | +7.5% | -10.6% | +18.1% | +7.5% |
| YTD | +18.7% | -12.6% | +31.3% | +18.6% |
| 1Y | +21.4% | -27.0% | +48.4% | +22.1% |
| 3Y | +89.1% | -31.5% | +120.6% | +91.4% |
| All | +89.1% | -32.1% | +121.2% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling