+148.2%
CCEP vs BWA
+26.5%
+121.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.5% |
| 7D | +2.6% | -5.5% | +8.0% | +3.6% |
| 30D | +15.1% | -21.7% | +36.9% | +20.6% |
| 3M | +7.3% | -25.6% | +32.9% | +13.1% |
| 6M | +23.4% | -17.4% | +40.8% | +26.0% |
| YTD | +29.4% | +9.2% | +20.2% | +22.0% |
| 1Y | +34.2% | +9.7% | +24.5% | +26.2% |
| 3Y | +108.4% | +54.6% | +53.7% | +72.8% |
| All | +148.2% | +26.5% | +121.7% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling