+8,135.7%
CCEP vs BWA
+2,583.4%
+5,552.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | +5.4% | -2.4% | +7.8% | +5.8% |
| 30D | +12.8% | -17.7% | +30.5% | +17.9% |
| 3M | +10.9% | -27.0% | +37.9% | +18.9% |
| 6M | +25.6% | -17.3% | +42.9% | +29.6% |
| YTD | +31.0% | +12.9% | +18.1% | +23.7% |
| 1Y | +32.3% | +12.9% | +19.4% | +24.7% |
| 3Y | +110.5% | +62.1% | +48.4% | +76.8% |
| 5Y | +141.8% | +30.7% | +111.1% | +110.8% |
| 10Y | +341.1% | +89.2% | +252.0% | +232.0% |
| All | +8,135.7% | +2,583.4% | +5,552.4% | +3,523.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling