+108.4%
CCEP vs THC
+413.3%
-304.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | +2.6% | +3.7% | -1.1% | +2.1% |
| 30D | +15.1% | +9.0% | +6.1% | +14.1% |
| 3M | +7.3% | +10.4% | -3.1% | +6.1% |
| 6M | +23.4% | +45.7% | -22.2% | +18.8% |
| YTD | +29.4% | +42.6% | -13.2% | +24.6% |
| 1Y | +34.2% | +38.8% | -4.5% | +29.5% |
| 3Y | +108.4% | +418.8% | -310.5% | +77.1% |
| All | +108.4% | +413.3% | -304.9% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling