+238.1%
CCEP vs TSN
-9.4%
+247.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -2.3% |
| 7D | -3.7% | -7.3% | +3.6% | -1.7% |
| 30D | -2.1% | -8.6% | +6.6% | +0.3% |
| 3M | +7.2% | -7.5% | +14.7% | +9.4% |
| 6M | +3.3% | -14.1% | +17.4% | +7.4% |
| YTD | +15.7% | -9.4% | +25.1% | +18.3% |
| 1Y | +16.6% | -4.1% | +20.6% | +17.0% |
| 3Y | +84.3% | +10.3% | +73.9% | +75.6% |
| 5Y | +109.0% | -19.7% | +128.7% | +117.0% |
| 10Y | +238.1% | -7.0% | +245.2% | +233.1% |
| All | +238.1% | -9.4% | +247.6% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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