+65.6%
BROS vs CCEP
+89.4%
-23.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | -0.9% | -1.0% | 0.0% | -0.6% |
| 30D | -13.5% | -1.6% | -11.8% | -13.0% |
| 3M | -18.4% | +11.9% | -30.3% | -21.8% |
| 6M | -10.6% | +7.5% | -18.0% | -13.2% |
| YTD | -25.1% | +18.7% | -43.8% | -29.9% |
| 1Y | -28.6% | +21.4% | -50.0% | -33.7% |
| 3Y | +65.6% | +89.1% | -23.5% | +35.7% |
| All | +65.6% | +89.4% | -23.9% | +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 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