+110.4%
CCEP vs BAM
+84.2%
+26.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.6% |
| 7D | +5.7% | +7.9% | -2.2% | +4.7% |
| 30D | +15.3% | +16.0% | -0.7% | +13.2% |
| 3M | +8.0% | +0.6% | +7.4% | +7.7% |
| 6M | +26.7% | +10.5% | +16.2% | +24.8% |
| YTD | +30.7% | +3.2% | +27.5% | +29.2% |
| 1Y | +36.5% | +1.0% | +35.5% | +35.3% |
| All | +110.4% | +84.2% | +26.3% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling