+148.3%
CCEP vs THC
+258.4%
-110.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +2.1% | +1.0% | +1.1% | +2.0% |
| 30D | +10.6% | +5.3% | +5.3% | +9.7% |
| 3M | +10.3% | +7.1% | +3.2% | +9.1% |
| 6M | +31.1% | +46.0% | -15.0% | +23.5% |
| YTD | +32.1% | +43.9% | -11.8% | +24.3% |
| 1Y | +32.8% | +45.4% | -12.6% | +24.6% |
| 3Y | +111.3% | +421.3% | -309.9% | +54.4% |
| All | +148.3% | +258.4% | -110.1% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling