+343.1%
CCEP vs BTG
+164.8%
+178.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +2.1% | -9.1% | +11.2% | +2.5% |
| 30D | +10.6% | -1.6% | +12.2% | +10.6% |
| 3M | +10.3% | -2.8% | +13.1% | +10.3% |
| 6M | +31.1% | -7.6% | +38.7% | +31.1% |
| YTD | +32.1% | +10.2% | +21.9% | +30.9% |
| 1Y | +32.8% | +21.3% | +11.6% | +31.0% |
| 3Y | +111.3% | +82.7% | +28.7% | +103.8% |
| 5Y | +147.5% | +30.8% | +116.7% | +138.8% |
| All | +343.1% | +164.8% | +178.2% | +334.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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