+75.7%
TFC vs CCEP
+342.6%
-266.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.5% |
| 7D | +2.3% | +2.1% | +0.2% | +1.1% |
| 30D | +10.8% | +10.6% | +0.2% | +4.8% |
| 3M | -3.8% | +10.3% | -14.1% | -9.1% |
| 6M | +9.6% | +31.1% | -21.5% | -6.2% |
| YTD | +5.8% | +32.1% | -26.3% | -10.5% |
| 1Y | +16.2% | +32.8% | -16.7% | -2.0% |
| 3Y | +96.0% | +111.3% | -15.4% | +23.2% |
| 5Y | +1.7% | +147.5% | -145.8% | -43.5% |
| All | +75.7% | +342.6% | -266.9% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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