+107.2%
CCEP vs BAH
-3.4%
+110.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -3.0% |
| 7D | -3.1% | -3.2% | +0.2% | -2.9% |
| 30D | -2.6% | +2.0% | -4.6% | -2.7% |
| 3M | +14.9% | -7.6% | +22.6% | +15.3% |
| 6M | +2.3% | -5.7% | +7.9% | +2.3% |
| YTD | +17.8% | -11.7% | +29.6% | +18.0% |
| 1Y | +24.2% | -27.4% | +51.6% | +26.3% |
| 3Y | +84.7% | -32.5% | +117.3% | +84.0% |
| All | +107.2% | -3.4% | +110.6% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling