+18.4%
BTDR vs CCEP
+84.3%
-65.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.8% |
| 7D | +14.8% | -3.7% | +18.5% | +16.3% |
| 30D | +41.8% | -2.1% | +43.9% | +42.5% |
| 3M | -29.2% | +7.2% | -36.4% | -31.6% |
| 6M | +66.2% | +3.3% | +62.9% | +62.6% |
| YTD | +10.0% | +15.7% | -5.7% | +2.1% |
| 1Y | -11.0% | +16.6% | -27.5% | -18.0% |
| All | +18.4% | +84.3% | -65.8% | -41.4% |
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