+6,024.9%
BTI vs CCEP
+6,869.6%
-844.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.4% |
| 7D | -1.4% | -3.1% | +1.7% | -0.7% |
| 30D | -6.6% | -2.6% | -4.0% | -6.1% |
| 3M | -3.0% | +14.9% | -17.9% | -5.9% |
| 6M | -6.7% | +2.3% | -8.9% | -7.2% |
| YTD | +0.6% | +17.8% | -17.3% | -3.1% |
| 1Y | +5.6% | +24.2% | -18.6% | +0.5% |
| 3Y | +110.3% | +84.7% | +25.6% | +82.6% |
| 5Y | +114.3% | +103.2% | +11.1% | +80.5% |
| 10Y | +67.7% | +257.4% | -189.7% | +22.9% |
| All | +6,024.9% | +6,869.6% | -844.8% | +2,363.6% |
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