-44.0%
BTDR vs CCEP
+127.2%
-171.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.4% | -10.0% | -8.8% |
| 7D | -6.9% | +2.1% | -9.0% | -7.1% |
| 30D | -31.5% | +10.6% | -42.1% | -32.6% |
| 3M | -36.1% | +10.3% | -46.4% | -37.1% |
| 6M | -57.6% | +31.1% | -88.7% | -59.9% |
| YTD | -50.0% | +32.1% | -82.2% | -52.7% |
| 1Y | -49.6% | +32.8% | -82.4% | -52.3% |
| 3Y | +48.5% | +111.3% | -62.8% | +27.2% |
| 5Y | -43.8% | +147.5% | -191.3% | -51.8% |
| All | -44.0% | +127.2% | -171.2% | -52.8% |
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