Jesus' messianic consecration reveals his divine mission, "for the name 'Christ' implies 'he who anointed', 'he who was anointed' and 'the very anointing with which he was anointed'. The one who anointed is the Father, the one who was anointed is the Son, and he was anointed with the Spirit who is the anointing.'" His eternal messianic consecration was revealed during the time of his earthly life at the moment of his baptism by John, when "God anointed Jesus of Nazareth with the Holy Spirit and with power", "that he might be revealed to Israel" as its Messiah. His works and words will manifest him as "the Holy One of God".
Source: Catechism of the Catholic Church (Vatican.va)