+114.5%
BTI vs CCEP
+105.2%
+9.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.6% |
| 7D | -2.4% | -3.7% | +1.2% | -1.2% |
| 30D | -4.8% | -2.1% | -2.7% | -4.1% |
| 3M | -8.1% | +7.2% | -15.3% | -10.2% |
| 6M | -4.2% | +3.3% | -7.5% | -5.3% |
| YTD | -1.3% | +15.7% | -17.0% | -6.0% |
| 1Y | +2.1% | +16.6% | -14.4% | -3.1% |
| 3Y | +108.9% | +84.3% | +24.7% | +69.2% |
| 5Y | +114.5% | +109.0% | +5.4% | +58.1% |
| All | +114.5% | +105.2% | +9.2% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling