+107.2%
CCEP vs TAP
+2.2%
+105.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -3.1% | -2.3% | -0.7% | -2.4% |
| 30D | -2.6% | -2.1% | -0.5% | -2.0% |
| 3M | +14.9% | +6.6% | +8.3% | +12.3% |
| 6M | +2.3% | -11.5% | +13.8% | +5.7% |
| YTD | +17.8% | -10.3% | +28.1% | +20.7% |
| 1Y | +24.2% | -14.4% | +38.6% | +28.9% |
| 3Y | +84.7% | -28.3% | +113.0% | +100.4% |
| All | +107.2% | +2.2% | +105.0% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling