+43.5%
CCEP vs BIYA
-99.9%
+143.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.2% |
| 7D | +1.7% | -7.8% | +9.4% | +1.6% |
| 30D | +12.7% | -38.5% | +51.2% | +12.7% |
| 3M | +8.5% | -59.5% | +68.0% | +8.5% |
| 6M | +25.6% | -89.2% | +114.7% | +25.4% |
| YTD | +30.9% | -97.1% | +128.0% | +30.5% |
| 1Y | +32.0% | -99.0% | +131.0% | +31.8% |
| All | +43.5% | -99.9% | +143.4% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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