+24.2%
CCEP vs BWA
+59.1%
-34.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -3.3% |
| 7D | -3.1% | +5.7% | -8.7% | -3.4% |
| 30D | -2.6% | +1.4% | -4.0% | -2.8% |
| 3M | +14.9% | -12.1% | +27.0% | +16.1% |
| 6M | +2.3% | +28.6% | -26.3% | -1.5% |
| YTD | +17.8% | +51.1% | -33.2% | +11.5% |
| 1Y | +24.2% | +55.9% | -31.7% | +16.5% |
| All | +24.2% | +59.1% | -34.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling