+133.6%
CCEP vs TSLQ
-97.2%
+230.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -2.8% | -6.6% | +3.8% | -3.0% |
| 30D | -4.0% | -24.3% | +20.3% | -4.5% |
| 3M | +5.2% | -3.6% | +8.8% | +5.5% |
| 6M | +2.7% | -12.0% | +14.7% | +3.0% |
| YTD | +14.5% | +1.4% | +13.1% | +15.4% |
| 1Y | +17.2% | -43.6% | +60.7% | +16.7% |
| 3Y | +79.3% | -95.4% | +174.7% | +71.7% |
| All | +133.6% | -97.2% | +230.9% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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