+111.3%
CCEP vs TKO
+154.2%
-42.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +2.1% | +2.3% | -0.2% | +1.9% |
| 30D | +10.6% | +13.4% | -2.8% | +9.2% |
| 3M | +10.3% | -1.7% | +12.1% | +10.4% |
| 6M | +31.1% | +7.2% | +23.9% | +29.8% |
| YTD | +32.1% | -5.4% | +37.5% | +32.3% |
| 1Y | +32.8% | +8.7% | +24.1% | +31.3% |
| 3Y | +111.3% | +150.4% | -39.1% | +101.1% |
| All | +111.3% | +154.2% | -42.9% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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