+89.1%
CCEP vs BLDR
-54.9%
+144.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.1% |
| 7D | -1.0% | -0.3% | -0.6% | -1.0% |
| 30D | -1.6% | -16.2% | +14.6% | -0.3% |
| 3M | +11.9% | -14.4% | +26.3% | +12.7% |
| 6M | +7.5% | -32.8% | +40.2% | +10.1% |
| YTD | +18.7% | -39.2% | +57.9% | +22.1% |
| 1Y | +21.4% | -57.7% | +79.1% | +27.6% |
| 3Y | +89.1% | -55.3% | +144.4% | +92.4% |
| All | +89.1% | -54.9% | +144.0% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 3y: compounded portfolio wealth divided by compounded BLDR 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…
3y analysis · Full analysis span regression · 6 months rolling