+6,869.6%
CCEP vs BHP
+7,909.4%
-1,039.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -3.1% | -2.9% | -0.2% | -2.4% |
| 30D | -2.6% | +3.4% | -6.0% | -3.4% |
| 3M | +14.9% | +4.1% | +10.9% | +13.2% |
| 6M | +2.3% | +20.6% | -18.3% | -2.9% |
| YTD | +17.8% | +56.1% | -38.2% | +5.0% |
| 1Y | +24.2% | +69.6% | -45.4% | +8.1% |
| 3Y | +84.7% | +78.8% | +5.9% | +56.6% |
| 5Y | +103.2% | +113.1% | -9.9% | +61.6% |
| 10Y | +257.4% | +505.9% | -248.5% | +116.6% |
| All | +6,869.6% | +7,909.4% | -1,039.7% | +2,238.4% |
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