+7,553.0%
CCEP vs TAP
+821.1%
+6,731.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | 0.0% |
| 7D | +2.6% | +0.5% | +2.0% | +2.4% |
| 30D | +15.1% | +9.1% | +6.0% | +12.8% |
| 3M | +7.3% | -3.8% | +11.1% | +8.0% |
| 6M | +23.4% | -3.4% | +26.9% | +24.0% |
| YTD | +29.4% | -10.6% | +40.0% | +31.9% |
| 1Y | +34.2% | -4.4% | +38.6% | +34.6% |
| 3Y | +108.4% | -24.4% | +132.7% | +118.0% |
| 5Y | +147.3% | +2.1% | +145.2% | +140.5% |
| 10Y | +301.3% | -48.7% | +350.1% | +333.7% |
| All | +7,553.0% | +821.1% | +6,731.9% | +5,077.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling