+60.9%
CCEP vs BTSG
+416.6%
-355.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -3.7% | +2.9% | -6.6% | -3.8% |
| 30D | -2.1% | +0.9% | -3.0% | -2.1% |
| 3M | +7.2% | +1.6% | +5.6% | +7.1% |
| 6M | +3.3% | +46.8% | -43.5% | +1.8% |
| YTD | +15.7% | +65.5% | -49.8% | +13.5% |
| 1Y | +16.6% | +136.2% | -119.7% | +12.7% |
| All | +60.9% | +416.6% | -355.7% | +55.2% |
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 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