+116.8%
CCEP vs BAM
+78.0%
+38.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -3.1% | -2.0% | -1.1% | -2.8% |
| 30D | -2.6% | -2.9% | +0.3% | -2.3% |
| 3M | +14.9% | +9.4% | +5.6% | +13.5% |
| 6M | +2.3% | +10.8% | -8.5% | +0.7% |
| YTD | +17.8% | -0.4% | +18.3% | +17.3% |
| 1Y | +24.2% | -10.9% | +35.1% | +25.2% |
| 3Y | +84.7% | +61.3% | +23.5% | +67.7% |
| All | +116.8% | +78.0% | +38.9% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling