+107.2%
CCEP vs THC
+250.3%
-143.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | -2.6% | +1.3% | -3.9% | -2.8% |
| 3M | +14.9% | +64.2% | -49.3% | +6.4% |
| 6M | +2.3% | +8.3% | -6.0% | +0.5% |
| YTD | +17.8% | +33.4% | -15.5% | +12.0% |
| 1Y | +24.2% | +37.7% | -13.5% | +17.1% |
| 3Y | +84.7% | +236.8% | -152.1% | +44.4% |
| All | +107.2% | +250.3% | -143.1% | +57.9% |
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