+246.5%
BBY vs CCEP
+236.1%
+10.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +0.6% | -2.8% | +3.4% | +1.5% |
| 30D | +9.4% | -4.0% | +13.4% | +10.7% |
| 3M | +19.3% | +5.2% | +14.1% | +17.3% |
| 6M | +47.9% | +2.7% | +45.2% | +46.1% |
| YTD | +39.6% | +14.5% | +25.0% | +32.7% |
| 1Y | +22.2% | +17.2% | +5.0% | +15.2% |
| 3Y | +45.0% | +79.3% | -34.4% | +16.7% |
| 5Y | +2.6% | +106.8% | -104.2% | -22.5% |
| All | +246.5% | +236.1% | +10.4% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 10y: compounded portfolio wealth divided by compounded CCEP 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…
10y analysis · Full analysis span regression · 6 months rolling