+7,553.0%
CCEP vs THC
+550.9%
+7,002.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.9% |
| 3M | +7.3% | +10.4% | -3.1% | +5.9% |
| 6M | +23.4% | +45.7% | -22.2% | +17.2% |
| YTD | +29.4% | +42.6% | -13.2% | +22.8% |
| 1Y | +34.2% | +38.8% | -4.5% | +27.6% |
| 3Y | +108.4% | +418.8% | -310.5% | +64.5% |
| 5Y | +147.3% | +275.7% | -128.4% | +98.4% |
| 10Y | +301.3% | +1,496.2% | -1,194.9% | +146.3% |
| All | +7,553.0% | +550.9% | +7,002.2% | +3,788.4% |
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