+6,869.6%
CCEP vs THC
+508.9%
+6,360.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 6M | +2.3% | +8.3% | -6.0% | +0.7% |
| YTD | +17.8% | +33.4% | -15.5% | +12.8% |
| 1Y | +24.2% | +37.7% | -13.5% | +18.2% |
| 3Y | +84.7% | +236.8% | -152.1% | +53.9% |
| 5Y | +103.2% | +249.3% | -146.1% | +64.5% |
| 10Y | +257.4% | +995.2% | -737.9% | +128.8% |
| All | +6,869.6% | +508.9% | +6,360.8% | +3,473.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling