+65.1%
CCEP vs BTSG
+421.3%
-356.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.6% |
| 7D | -1.0% | +5.7% | -6.7% | -1.2% |
| 30D | -1.6% | +0.2% | -1.8% | -1.6% |
| 3M | +11.9% | +5.6% | +6.2% | +11.6% |
| 6M | +7.5% | +50.8% | -43.3% | +5.8% |
| YTD | +18.7% | +67.0% | -48.3% | +16.4% |
| 1Y | +21.4% | +145.5% | -124.1% | +17.2% |
| All | +65.1% | +421.3% | -356.2% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling