+108.4%
CCEP vs TMF
-25.3%
+133.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +2.6% | +1.2% | +1.4% | +2.4% |
| 30D | +15.1% | +19.7% | -4.6% | +13.0% |
| 3M | +7.3% | -2.1% | +9.4% | +7.4% |
| 6M | +23.4% | -13.4% | +36.9% | +24.8% |
| YTD | +29.4% | -16.7% | +46.1% | +31.3% |
| 1Y | +34.2% | -23.3% | +57.6% | +37.1% |
| 3Y | +108.4% | -24.8% | +133.2% | +118.1% |
| All | +108.4% | -25.3% | +133.7% | +118.1% |
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 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