+64.6%
BMY vs CCEP
+237.8%
-173.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.1% | +0.1% |
| 7D | -4.8% | -3.7% | -1.1% | -4.0% |
| 30D | -0.7% | -2.1% | +1.4% | -0.2% |
| 3M | +15.3% | +7.2% | +8.2% | +13.3% |
| 6M | +8.5% | +3.3% | +5.3% | +7.4% |
| YTD | +23.4% | +15.7% | +7.8% | +19.0% |
| 1Y | +42.9% | +16.6% | +26.4% | +37.5% |
| 3Y | +22.0% | +84.3% | -62.3% | +5.4% |
| 5Y | +24.3% | +109.0% | -84.7% | +3.1% |
| 10Y | +64.6% | +238.1% | -173.6% | +24.8% |
| All | +64.6% | +237.8% | -173.2% | +24.8% |
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