+81.2%
CCEP vs BTSG
+495.4%
-414.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | -0.3% | +8.5% | -8.8% | -0.6% |
| 30D | +11.0% | +14.0% | -3.1% | +10.3% |
| 3M | +9.2% | +19.7% | -10.5% | +8.3% |
| 6M | +27.2% | +28.7% | -1.6% | +25.8% |
| YTD | +30.3% | +90.8% | -60.5% | +27.0% |
| 1Y | +28.7% | +112.4% | -83.7% | +24.8% |
| All | +81.2% | +495.4% | -414.2% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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