+108.4%
CCEP vs BAH
-26.3%
+134.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.5% | -0.8% |
| 7D | +2.6% | -3.5% | +6.1% | +2.7% |
| 30D | +15.1% | +24.3% | -9.1% | +14.5% |
| 3M | +7.3% | +16.3% | -9.0% | +6.8% |
| 6M | +23.4% | +13.6% | +9.8% | +22.8% |
| YTD | +29.4% | +3.5% | +25.9% | +28.7% |
| 1Y | +34.2% | +2.7% | +31.5% | +33.4% |
| 3Y | +108.4% | -26.6% | +134.9% | +103.4% |
| All | +108.4% | -26.3% | +134.6% | +103.4% |
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