+108.4%
CCEP vs TLN
+538.9%
-430.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -0.9% |
| 7D | +2.6% | -1.3% | +3.9% | +2.6% |
| 30D | +15.1% | -10.5% | +25.6% | +15.1% |
| 3M | +7.3% | +0.1% | +7.2% | +7.2% |
| 6M | +23.4% | -17.4% | +40.8% | +23.6% |
| YTD | +29.4% | -9.7% | +39.1% | +29.1% |
| 1Y | +34.2% | -12.3% | +46.5% | +34.0% |
| 3Y | +108.4% | +528.3% | -419.9% | +96.1% |
| All | +108.4% | +538.9% | -430.6% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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