+302.3%
CCEP vs BWA
+101.5%
+200.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.4% | -4.2% | -0.1% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | +12.7% | -16.1% | +28.8% | +17.4% |
| 3M | +8.5% | -24.6% | +33.1% | +15.6% |
| 6M | +25.6% | -15.7% | +41.3% | +28.8% |
| YTD | +30.9% | +15.1% | +15.8% | +21.8% |
| 1Y | +32.0% | +15.9% | +16.1% | +22.3% |
| 3Y | +110.9% | +67.1% | +43.8% | +70.6% |
| 5Y | +138.5% | +34.7% | +103.7% | +99.8% |
| 10Y | +302.3% | +99.5% | +202.8% | +195.5% |
| All | +302.3% | +101.5% | +200.9% | +195.5% |
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 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