+336.9%
CCEP vs BWA
+94.6%
+242.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.3% | +7.3% | -7.6% | -2.1% |
| 30D | +11.0% | -15.8% | +26.8% | +15.5% |
| 3M | +9.2% | -25.7% | +34.9% | +16.9% |
| 6M | +27.2% | -19.6% | +46.8% | +32.2% |
| YTD | +30.3% | +14.1% | +16.2% | +21.4% |
| 1Y | +28.7% | +12.2% | +16.5% | +20.2% |
| 3Y | +109.4% | +63.8% | +45.6% | +69.8% |
| 5Y | +144.1% | +28.7% | +115.4% | +106.9% |
| All | +336.9% | +94.6% | +242.3% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling