+955.5%
CCEP vs BB
+258.8%
+696.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -3.1% | -5.6% | +2.6% | -2.7% |
| 30D | -2.6% | -11.8% | +9.2% | -1.9% |
| 3M | +14.9% | -25.5% | +40.5% | +16.5% |
| 6M | +2.3% | +121.3% | -119.0% | -4.1% |
| YTD | +17.8% | +103.2% | -85.3% | +11.1% |
| 1Y | +24.2% | +102.6% | -78.4% | +16.8% |
| 3Y | +84.7% | +37.5% | +47.2% | +74.2% |
| 5Y | +103.2% | -30.4% | +133.6% | +97.3% |
| 10Y | +257.4% | 0.0% | +257.4% | +214.5% |
| All | +955.5% | +258.8% | +696.7% | +794.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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