+110.1%
CCEP vs TMF
-28.1%
+138.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.8% | -3.4% | +5.1% | +2.1% |
| 30D | +12.2% | +11.5% | +0.7% | +10.9% |
| 3M | +10.7% | -4.5% | +15.2% | +11.1% |
| 6M | +27.5% | -15.0% | +42.4% | +29.3% |
| YTD | +31.3% | -19.9% | +51.2% | +33.9% |
| 1Y | +29.9% | -26.6% | +56.5% | +33.4% |
| All | +110.1% | -28.1% | +138.2% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling