+1,387.2%
CCEP vs BIDU
+1,407.1%
-19.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.1% | -7.2% | -3.6% |
| 7D | -3.1% | +2.4% | -5.5% | -3.4% |
| 30D | -2.6% | -10.5% | +7.9% | -1.4% |
| 3M | +14.9% | -26.2% | +41.1% | +18.9% |
| 6M | +2.3% | -16.4% | +18.7% | +3.7% |
| YTD | +17.8% | -23.9% | +41.7% | +20.4% |
| 1Y | +24.2% | +1.3% | +22.9% | +21.2% |
| 3Y | +84.7% | -32.1% | +116.8% | +86.2% |
| 5Y | +103.2% | -39.0% | +142.2% | +98.7% |
| 10Y | +257.4% | -44.0% | +301.4% | +234.1% |
| All | +1,387.2% | +1,407.1% | -19.9% | +834.1% |
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