+6,741.8%
CCEP vs BRO
+25,667.1%
-18,925.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.1% | -2.1% |
| 7D | -3.7% | -7.6% | +4.0% | -2.3% |
| 30D | -2.1% | -6.9% | +4.8% | -0.9% |
| 3M | +7.2% | +12.8% | -5.6% | +4.8% |
| 6M | +3.3% | -5.9% | +9.1% | +4.0% |
| YTD | +15.7% | -15.9% | +31.6% | +18.6% |
| 1Y | +16.6% | -28.1% | +44.7% | +22.7% |
| 3Y | +84.3% | -7.0% | +91.3% | +84.6% |
| 5Y | +109.0% | +18.0% | +91.0% | +100.0% |
| 10Y | +238.1% | +293.9% | -55.8% | +173.6% |
| All | +6,741.8% | +25,667.1% | -18,925.3% | +4,837.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling