+108.7%
CCEP vs TSN
-20.8%
+129.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.3% |
| 7D | -1.0% | -5.0% | +4.1% | +0.3% |
| 30D | -1.6% | -9.1% | +7.5% | +0.9% |
| 3M | +11.9% | -7.4% | +19.3% | +14.1% |
| 6M | +7.5% | -13.4% | +20.8% | +11.3% |
| YTD | +18.7% | -8.5% | +27.2% | +20.9% |
| 1Y | +21.4% | -3.2% | +24.6% | +21.4% |
| 3Y | +89.1% | +11.5% | +77.6% | +79.4% |
| 5Y | +108.7% | -19.5% | +128.2% | +121.1% |
| All | +108.7% | -20.8% | +129.5% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling