+141.8%
CCEP vs TMF
-88.9%
+230.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | +0.2% |
| 7D | +5.4% | -1.1% | +6.4% | +5.4% |
| 30D | +12.8% | +11.8% | +0.9% | +12.2% |
| 3M | +10.9% | -4.0% | +14.9% | +11.0% |
| 6M | +25.6% | -16.5% | +42.2% | +26.4% |
| YTD | +31.0% | -19.9% | +50.9% | +32.0% |
| 1Y | +32.3% | -25.6% | +57.8% | +33.6% |
| 3Y | +110.5% | -29.9% | +140.4% | +112.7% |
| 5Y | +141.8% | -88.2% | +230.0% | +103.3% |
| All | +141.8% | -88.9% | +230.7% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling