+7,713.8%
CCEP vs BHP
+6,941.2%
+772.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | +2.1% | -0.5% | +2.6% | +2.2% |
| 30D | +10.6% | -4.5% | +15.1% | +11.6% |
| 3M | +10.3% | -6.9% | +17.2% | +11.8% |
| 6M | +31.1% | -10.6% | +41.6% | +33.3% |
| YTD | +32.1% | +37.2% | -5.1% | +20.9% |
| 1Y | +32.8% | +48.0% | -15.2% | +19.3% |
| 3Y | +111.3% | +52.6% | +58.8% | +85.5% |
| 5Y | +147.5% | +116.5% | +31.0% | +95.7% |
| 10Y | +338.1% | +334.9% | +3.1% | +186.0% |
| All | +7,713.8% | +6,941.2% | +772.6% | +2,593.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling