+230.4%
CCEP vs BTG
+158.3%
+72.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.8% |
| 7D | -5.7% | -5.5% | -0.3% | -5.5% |
| 30D | -3.4% | +6.1% | -9.5% | -3.7% |
| 3M | +5.5% | +38.6% | -33.1% | +4.0% |
| 6M | +2.2% | +0.7% | +1.5% | +1.8% |
| YTD | +14.6% | +20.3% | -5.7% | +13.2% |
| 1Y | +18.9% | +25.0% | -6.1% | +17.0% |
| 3Y | +82.6% | +97.3% | -14.7% | +75.5% |
| 5Y | +107.0% | +78.3% | +28.7% | +98.9% |
| All | +230.4% | +158.3% | +72.1% | +219.9% |
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