+81.3%
CCEP vs TLN
+583.6%
-502.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.8% | -6.9% | -3.1% |
| 7D | -3.1% | +7.1% | -10.1% | -3.1% |
| 30D | -2.6% | -3.9% | +1.3% | -2.6% |
| 3M | +14.9% | -16.2% | +31.1% | +15.0% |
| 6M | +2.3% | -5.8% | +8.1% | +2.0% |
| YTD | +17.8% | -15.4% | +33.3% | +17.7% |
| 1Y | +24.2% | -16.7% | +40.9% | +23.8% |
| 3Y | +84.7% | +473.8% | -389.0% | +79.0% |
| All | +81.3% | +583.6% | -502.2% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling