+1,557.5%
CCEP vs BIDU
+1,108.5%
+449.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.8% | -0.8% | +2.6% | +1.8% |
| 30D | +12.2% | -5.4% | +17.6% | +12.9% |
| 3M | +10.7% | -24.7% | +35.4% | +14.3% |
| 6M | +27.5% | -45.3% | +72.8% | +36.5% |
| YTD | +31.3% | -39.0% | +70.3% | +37.8% |
| 1Y | +29.9% | -39.6% | +69.5% | +36.1% |
| 3Y | +111.1% | -24.7% | +135.8% | +109.1% |
| 5Y | +142.3% | -52.3% | +194.6% | +144.8% |
| 10Y | +335.5% | -51.1% | +386.5% | +313.2% |
| All | +1,557.5% | +1,108.5% | +449.0% | +969.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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