+141.0%
CCEP vs BAM
+88.1%
+52.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.2% |
| 7D | +5.4% | +5.0% | +0.4% | +4.7% |
| 30D | +12.8% | +16.6% | -3.8% | +10.6% |
| 3M | +10.9% | +2.2% | +8.7% | +10.3% |
| 6M | +25.6% | +9.7% | +16.0% | +23.8% |
| YTD | +31.0% | +5.2% | +25.7% | +29.3% |
| 1Y | +32.3% | +3.9% | +28.3% | +30.7% |
| 3Y | +110.5% | +91.5% | +19.0% | +87.2% |
| All | +141.0% | +88.1% | +52.9% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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