+2,629.4%
CCEP vs BG
+954.5%
+1,674.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | +2.1% | +2.6% | -0.5% | +1.5% |
| 30D | +10.6% | -6.7% | +17.3% | +12.3% |
| 3M | +10.3% | -9.3% | +19.6% | +12.4% |
| 6M | +31.1% | -18.3% | +49.4% | +36.3% |
| YTD | +32.1% | +16.2% | +15.9% | +25.9% |
| 1Y | +32.8% | +7.6% | +25.2% | +28.8% |
| 3Y | +111.3% | +6.6% | +104.8% | +101.5% |
| 5Y | +147.5% | +22.2% | +125.3% | +123.5% |
| 10Y | +338.1% | +112.0% | +226.1% | +230.0% |
| All | +2,629.4% | +954.5% | +1,674.9% | +1,530.7% |
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