+302.3%
CCEP vs TMF
-83.0%
+385.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.7% | +0.6% | +1.1% | +1.7% |
| 30D | +12.7% | +16.3% | -3.6% | +13.2% |
| 3M | +8.5% | -2.7% | +11.2% | +8.4% |
| 6M | +25.6% | -13.2% | +38.7% | +25.0% |
| YTD | +30.9% | -16.7% | +47.6% | +30.2% |
| 1Y | +32.0% | -22.7% | +54.7% | +30.9% |
| 3Y | +110.9% | -26.1% | +137.0% | +110.6% |
| 5Y | +138.5% | -88.4% | +226.9% | +101.9% |
| 10Y | +302.3% | -81.8% | +384.1% | +244.1% |
| All | +302.3% | -83.0% | +385.3% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling