-7.9%
BROS vs CCEP
+133.7%
-141.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | -21.2% | +2.6% | -23.8% | -22.3% |
| 30D | -11.6% | +15.1% | -26.7% | -17.4% |
| 3M | -36.7% | +7.3% | -44.0% | -39.0% |
| 6M | -42.8% | +23.4% | -66.2% | -48.4% |
| YTD | -44.8% | +29.4% | -74.2% | -51.6% |
| 1Y | -36.5% | +34.2% | -70.8% | -45.2% |
| 3Y | +27.0% | +108.4% | -81.4% | -13.8% |
| 5Y | -50.3% | +147.3% | -197.6% | -69.8% |
| All | -7.9% | +133.7% | -141.7% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling