+2,352.7%
CCEP vs BG
+1,185.2%
+1,167.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.6% | -0.3% |
| 7D | -1.0% | +2.4% | -3.3% | -1.5% |
| 30D | -1.6% | +15.0% | -16.6% | -4.9% |
| 3M | +11.9% | -0.7% | +12.5% | +11.5% |
| 6M | +7.5% | +7.5% | 0.0% | +4.8% |
| YTD | +18.7% | +41.6% | -22.9% | +8.3% |
| 1Y | +21.4% | +50.7% | -29.3% | +8.6% |
| 3Y | +89.1% | +20.3% | +68.8% | +75.7% |
| 5Y | +108.7% | +85.2% | +23.5% | +70.7% |
| 10Y | +241.0% | +160.6% | +80.3% | +145.0% |
| All | +2,352.7% | +1,185.2% | +1,167.5% | +1,302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling