+127.7%
BP vs CCEP
+299.9%
-172.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.3% |
| 7D | -6.9% | +1.7% | -8.5% | -7.6% |
| 30D | -3.6% | +12.7% | -16.3% | -8.3% |
| 3M | +8.4% | +8.5% | -0.1% | +4.4% |
| 6M | +5.3% | +25.6% | -20.2% | -5.1% |
| YTD | +33.2% | +30.9% | +2.2% | +16.8% |
| 1Y | +28.2% | +32.0% | -3.8% | +11.9% |
| 3Y | +49.2% | +110.9% | -61.7% | +3.2% |
| 5Y | +102.9% | +138.5% | -35.6% | +28.9% |
| 10Y | +127.7% | +302.3% | -174.6% | +22.8% |
| All | +127.7% | +299.9% | -172.2% | +22.8% |
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