-2.1%
BROS vs CCEP
+138.6%
-140.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.4% | +5.1% | +5.8% |
| 7D | +6.3% | +2.1% | +4.2% | +5.4% |
| 30D | -8.3% | +10.6% | -18.9% | -12.7% |
| 3M | -29.8% | +10.3% | -40.1% | -33.1% |
| 6M | -25.8% | +31.1% | -56.9% | -34.9% |
| YTD | -41.4% | +32.1% | -73.5% | -49.0% |
| 1Y | -35.2% | +32.8% | -68.0% | -43.7% |
| 3Y | +32.8% | +111.3% | -78.6% | -10.3% |
| 5Y | -42.2% | +147.5% | -189.7% | -65.6% |
| All | -2.1% | +138.6% | -140.8% | -35.7% |
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