+84.7%
TFC vs CCEP
+299.9%
-215.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.3% |
| 7D | +0.3% | +1.7% | -1.3% | -0.6% |
| 30D | +9.2% | +12.7% | -3.5% | +2.2% |
| 3M | -2.9% | +8.5% | -11.4% | -7.4% |
| 6M | +3.5% | +25.6% | -22.1% | -9.0% |
| YTD | +5.4% | +30.9% | -25.5% | -10.1% |
| 1Y | +17.3% | +32.0% | -14.6% | -0.5% |
| 3Y | +96.7% | +110.9% | -14.3% | +24.8% |
| 5Y | -1.1% | +138.5% | -139.6% | -43.1% |
| 10Y | +84.7% | +302.3% | -217.6% | -9.3% |
| All | +84.7% | +299.9% | -215.2% | -9.3% |
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