+1,988.4%
CCEP vs BUD
+214.6%
+1,773.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | +2.6% | +4.5% | -1.9% | +0.5% |
| 30D | +15.1% | +12.5% | +2.6% | +8.9% |
| 3M | +7.3% | 0.0% | +7.3% | +7.2% |
| 6M | +23.4% | +3.8% | +19.6% | +20.9% |
| YTD | +29.4% | +33.1% | -3.6% | +12.4% |
| 1Y | +34.2% | +35.5% | -1.3% | +15.5% |
| 3Y | +108.4% | +49.4% | +59.0% | +67.6% |
| 5Y | +147.3% | +48.0% | +99.2% | +97.2% |
| 10Y | +301.3% | -8.6% | +309.9% | +270.4% |
| All | +1,988.4% | +214.6% | +1,773.7% | +1,053.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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