+23.8%
BTDR vs CCEP
+102.6%
-78.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.1% | +7.1% | +4.5% |
| 7D | +20.0% | -3.1% | +23.0% | +20.6% |
| 30D | +11.9% | -2.6% | +14.5% | +12.4% |
| 3M | -36.9% | +14.9% | -51.9% | -38.8% |
| 6M | +56.5% | +2.3% | +54.3% | +55.1% |
| YTD | +10.4% | +17.8% | -7.4% | +6.6% |
| 1Y | +3.1% | +24.2% | -21.1% | -1.8% |
| 3Y | -2.6% | +84.7% | -87.3% | -15.1% |
| 5Y | +25.2% | +103.2% | -78.0% | +8.6% |
| All | +23.8% | +102.6% | -78.8% | +6.4% |
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 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