+107.2%
CCEP vs BURL
-11.0%
+118.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.4% |
| 7D | -3.1% | -2.8% | -0.3% | -2.7% |
| 30D | -2.6% | -28.2% | +25.6% | +1.4% |
| 3M | +14.9% | -17.6% | +32.5% | +17.5% |
| 6M | +2.3% | -11.8% | +14.0% | +3.5% |
| YTD | +17.8% | -8.1% | +26.0% | +18.6% |
| 1Y | +24.2% | -12.0% | +36.2% | +25.2% |
| 3Y | +84.7% | +63.3% | +21.4% | +65.1% |
| All | +107.2% | -11.0% | +118.2% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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