+302.3%
CCEP vs THC
+1,325.8%
-1,023.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.9% |
| 7D | +1.7% | +7.5% | -5.8% | +0.5% |
| 30D | +12.7% | +9.6% | +3.1% | +11.1% |
| 3M | +8.5% | +10.3% | -1.8% | +6.8% |
| 6M | +25.6% | +51.8% | -26.2% | +17.4% |
| YTD | +30.9% | +45.4% | -14.5% | +22.6% |
| 1Y | +32.0% | +40.8% | -8.8% | +24.0% |
| 3Y | +110.9% | +448.8% | -337.9% | +56.6% |
| 5Y | +138.5% | +263.4% | -124.9% | +82.9% |
| 10Y | +302.3% | +1,800.1% | -1,497.7% | +137.5% |
| All | +302.3% | +1,325.8% | -1,023.4% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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