+849.0%
CCEP vs BAH
+1,056.2%
-207.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.5% | -0.1% |
| 7D | +2.6% | -3.5% | +6.1% | +3.3% |
| 30D | +15.1% | +24.3% | -9.1% | +10.5% |
| 3M | +7.3% | +16.3% | -9.0% | +4.0% |
| 6M | +23.4% | +13.6% | +9.8% | +19.5% |
| YTD | +29.4% | +3.5% | +25.9% | +26.3% |
| 1Y | +34.2% | +2.7% | +31.5% | +31.0% |
| 3Y | +108.4% | -26.6% | +134.9% | +111.3% |
| 5Y | +147.3% | +8.5% | +138.7% | +123.2% |
| 10Y | +301.3% | +225.1% | +76.2% | +175.1% |
| All | +849.0% | +1,056.2% | -207.2% | +366.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling