+44.2%
BP vs CCEP
+109.7%
-65.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -11.6% | +2.6% | -14.2% | -11.7% |
| 30D | 0.0% | +15.1% | -15.1% | -0.5% |
| 3M | +6.7% | +7.3% | -0.5% | +6.4% |
| 6M | +2.2% | +23.4% | -21.3% | +0.5% |
| YTD | +33.0% | +29.4% | +3.6% | +28.8% |
| 1Y | +30.7% | +34.2% | -3.5% | +25.7% |
| 3Y | +44.2% | +108.4% | -64.2% | +32.0% |
| All | +44.2% | +109.7% | -65.5% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling