+103.3%
CCEP vs TLN
+710.8%
-607.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.4% |
| 7D | +2.1% | +11.0% | -8.9% | +2.2% |
| 30D | +10.6% | +4.9% | +5.7% | +10.7% |
| 3M | +10.3% | +4.9% | +5.4% | +10.5% |
| 6M | +31.1% | +7.1% | +24.0% | +31.0% |
| YTD | +32.1% | +0.3% | +31.8% | +32.0% |
| 1Y | +32.8% | +5.9% | +26.9% | +32.6% |
| 3Y | +111.3% | +578.5% | -467.1% | +104.4% |
| All | +103.3% | +710.8% | -607.5% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling