+2,076.2%
CCEP vs TMF
-68.9%
+2,145.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.1% |
| 7D | -3.1% | -1.4% | -1.6% | -3.2% |
| 30D | -2.6% | -2.8% | +0.2% | -2.8% |
| 3M | +14.9% | -10.9% | +25.8% | +13.8% |
| 6M | +2.3% | -21.3% | +23.6% | +0.2% |
| YTD | +17.8% | -15.9% | +33.7% | +16.2% |
| 1Y | +24.2% | -15.7% | +39.9% | +22.6% |
| 3Y | +84.7% | -43.4% | +128.1% | +77.5% |
| 5Y | +103.2% | -87.8% | +191.0% | +64.1% |
| 10Y | +257.4% | -86.7% | +344.1% | +206.2% |
| All | +2,076.2% | -68.9% | +2,145.1% | +2,276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling