+6,869.6%
CCEP vs BBWI
+1,034.6%
+5,835.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -6.0% | -3.6% |
| 7D | -3.1% | +1.5% | -4.6% | -3.3% |
| 30D | -2.6% | -5.2% | +2.6% | -2.0% |
| 3M | +14.9% | +11.1% | +3.8% | +12.2% |
| 6M | +2.3% | -13.4% | +15.6% | +3.3% |
| YTD | +17.8% | +0.1% | +17.8% | +15.6% |
| 1Y | +24.2% | -36.1% | +60.3% | +30.1% |
| 3Y | +84.7% | -44.1% | +128.8% | +89.7% |
| 5Y | +103.2% | -66.2% | +169.4% | +120.9% |
| 10Y | +257.4% | -54.8% | +312.1% | +222.1% |
| All | +6,869.6% | +1,034.6% | +5,835.0% | +2,402.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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