+6,857.8%
BTI vs CCEP
+7,713.8%
-856.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +1.6% | +2.1% | -0.5% | +1.2% |
| 30D | +9.2% | +10.6% | -1.4% | +6.8% |
| 3M | +9.6% | +10.3% | -0.7% | +7.3% |
| 6M | -2.4% | +31.1% | -33.5% | -8.2% |
| YTD | +14.2% | +32.1% | -17.9% | +7.3% |
| 1Y | +20.3% | +32.8% | -12.5% | +12.8% |
| 3Y | +147.4% | +111.3% | +36.1% | +108.6% |
| 5Y | +155.4% | +147.5% | +7.9% | +106.4% |
| 10Y | +127.3% | +338.1% | -210.8% | +59.7% |
| All | +6,857.8% | +7,713.8% | -856.0% | +2,628.4% |
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