+136.0%
CCEP vs TSLQ
-97.3%
+233.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.7% | -2.6% |
| 7D | -3.7% | -8.0% | +4.3% | -3.8% |
| 30D | -2.1% | -23.8% | +21.7% | -2.5% |
| 3M | +7.2% | -7.0% | +14.2% | +7.4% |
| 6M | +3.3% | -17.1% | +20.4% | +3.5% |
| YTD | +15.7% | +0.1% | +15.6% | +16.5% |
| 1Y | +16.6% | -51.2% | +67.7% | +15.7% |
| 3Y | +84.3% | -95.9% | +180.2% | +74.6% |
| All | +136.0% | -97.3% | +233.3% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling