+138.1%
CCEP vs BAM
+86.2%
+51.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +2.6% | +9.7% | -7.1% | +1.3% |
| 30D | +15.1% | +19.0% | -3.8% | +12.6% |
| 3M | +7.3% | +0.6% | +6.7% | +7.0% |
| 6M | +23.4% | +11.1% | +12.3% | +21.4% |
| YTD | +29.4% | +4.2% | +25.2% | +27.9% |
| 1Y | +34.2% | +3.3% | +30.9% | +32.7% |
| 3Y | +108.4% | +88.8% | +19.6% | +85.6% |
| All | +138.1% | +86.2% | +51.9% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling