+82.7%
CCEP vs BTSG
+505.2%
-422.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +1.8% | +4.0% | -2.3% | +1.6% |
| 30D | +12.2% | +15.3% | -3.1% | +11.5% |
| 3M | +10.7% | +25.4% | -14.8% | +9.6% |
| 6M | +27.5% | +31.9% | -4.4% | +26.0% |
| YTD | +31.3% | +93.9% | -62.6% | +27.9% |
| 1Y | +29.9% | +114.2% | -84.3% | +25.9% |
| All | +82.7% | +505.2% | -422.5% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling