+230.4%
CCEP vs BG
+171.4%
+59.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -5.7% | +3.7% | -9.5% | -6.6% |
| 30D | -3.4% | +12.3% | -15.8% | -6.3% |
| 3M | +5.5% | -2.2% | +7.7% | +5.6% |
| 6M | +2.2% | +5.3% | -3.1% | +0.1% |
| YTD | +14.6% | +42.4% | -27.8% | +3.5% |
| 1Y | +18.9% | +55.2% | -36.3% | +4.4% |
| 3Y | +82.6% | +21.0% | +61.6% | +68.8% |
| 5Y | +107.0% | +87.1% | +19.8% | +61.3% |
| All | +230.4% | +171.4% | +59.0% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling