+109.0%
CCEP vs BNS
+93.4%
+15.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | -3.7% | -1.3% | -2.4% | -3.1% |
| 30D | -2.1% | +4.0% | -6.1% | -3.9% |
| 3M | +7.2% | +13.8% | -6.6% | +1.0% |
| 6M | +3.3% | +32.7% | -29.4% | -9.1% |
| YTD | +15.7% | +27.6% | -11.9% | +3.4% |
| 1Y | +16.6% | +47.4% | -30.8% | -2.5% |
| 3Y | +84.3% | +129.0% | -44.7% | +23.1% |
| 5Y | +109.0% | +92.7% | +16.3% | +56.2% |
| All | +109.0% | +93.4% | +15.7% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 5y: compounded portfolio wealth divided by compounded BNS 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…
5y analysis · Full analysis span regression · 6 months rolling