+107.0%
CCEP vs TKO
+303.5%
-196.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | -5.7% | +0.1% | -5.9% | -5.8% |
| 30D | -3.4% | -2.6% | -0.8% | -3.2% |
| 3M | +5.5% | -7.8% | +13.3% | +6.4% |
| 6M | +2.2% | -7.0% | +9.2% | +2.8% |
| YTD | +14.6% | -8.5% | +23.2% | +15.4% |
| 1Y | +18.9% | -1.3% | +20.2% | +18.5% |
| 3Y | +82.6% | +105.0% | -22.4% | +65.5% |
| 5Y | +107.0% | +292.9% | -185.9% | +41.1% |
| All | +107.0% | +303.5% | -196.5% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling