-29.7%
BTDR vs CCEP
+125.8%
-155.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.3% | +9.4% | +9.6% |
| 7D | +7.7% | +1.8% | +5.9% | +7.4% |
| 30D | -24.1% | +12.2% | -36.3% | -25.5% |
| 3M | -19.1% | +10.7% | -29.8% | -20.5% |
| 6M | -46.6% | +27.5% | -74.1% | -49.2% |
| YTD | -37.3% | +31.3% | -68.6% | -40.6% |
| 1Y | -53.2% | +29.9% | -83.1% | -55.5% |
| 3Y | +77.1% | +111.1% | -34.0% | +51.6% |
| 5Y | -29.7% | +142.3% | -172.0% | -39.6% |
| All | -29.7% | +125.8% | -155.5% | -40.7% |
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 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