+6,869.6%
CCEP vs TSN
+890.5%
+5,979.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -3.1% | -6.3% | +3.3% | -1.8% |
| 30D | -2.6% | -10.8% | +8.2% | -0.3% |
| 3M | +14.9% | -8.8% | +23.7% | +17.0% |
| 6M | +2.3% | -16.8% | +19.1% | +6.0% |
| YTD | +17.8% | -10.0% | +27.8% | +20.0% |
| 1Y | +24.2% | -5.3% | +29.5% | +25.0% |
| 3Y | +84.7% | +8.5% | +76.2% | +79.4% |
| 5Y | +103.2% | -22.9% | +126.1% | +110.2% |
| 10Y | +257.4% | -12.6% | +270.0% | +250.2% |
| All | +6,869.6% | +890.5% | +5,979.2% | +3,405.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling