+104.1%
CCEP vs BRO
+17.6%
+86.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.8% | -7.3% | +4.5% | -0.6% |
| 30D | -4.0% | -6.9% | +2.8% | -2.0% |
| 3M | +5.2% | +10.7% | -5.5% | +1.8% |
| 6M | +2.7% | -2.7% | +5.4% | +2.9% |
| YTD | +14.5% | -16.3% | +30.8% | +20.0% |
| 1Y | +17.2% | -29.1% | +46.2% | +29.3% |
| 3Y | +79.3% | -7.8% | +87.2% | +76.3% |
| All | +104.1% | +17.6% | +86.5% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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