+148.3%
CCEP vs BHP
+119.2%
+29.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | +2.1% | -0.5% | +2.6% | +2.2% |
| 30D | +10.6% | -4.5% | +15.1% | +11.4% |
| 3M | +10.3% | -6.9% | +17.2% | +11.4% |
| 6M | +31.1% | -10.6% | +41.6% | +32.9% |
| YTD | +32.1% | +37.2% | -5.1% | +22.7% |
| 1Y | +32.8% | +48.0% | -15.2% | +21.3% |
| 3Y | +111.3% | +52.6% | +58.8% | +88.5% |
| All | +148.3% | +119.2% | +29.1% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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