+230.4%
CCEP vs TAP
-50.5%
+281.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -5.7% | -5.3% | -0.5% | -3.9% |
| 30D | -3.4% | -7.4% | +4.0% | -0.9% |
| 3M | +5.5% | -4.9% | +10.4% | +7.0% |
| 6M | +2.2% | -14.2% | +16.4% | +7.4% |
| YTD | +14.6% | -14.8% | +29.5% | +20.1% |
| 1Y | +18.9% | -18.1% | +37.0% | +26.1% |
| 3Y | +82.6% | -32.7% | +115.3% | +104.5% |
| 5Y | +107.0% | -0.5% | +107.5% | +94.7% |
| All | +230.4% | -50.5% | +281.0% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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