+34.2%
CCEP vs TAP
-6.0%
+40.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.2% |
| 7D | +2.6% | +0.5% | +2.0% | +2.5% |
| 30D | +15.1% | +9.1% | +6.0% | +12.9% |
| 3M | +7.3% | -3.8% | +11.1% | +8.1% |
| 6M | +23.4% | -3.4% | +26.9% | +23.6% |
| YTD | +29.4% | -10.6% | +40.0% | +27.8% |
| 1Y | +34.2% | -4.4% | +38.6% | +30.0% |
| All | +34.2% | -6.0% | +40.2% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling