+97.2%
TFC vs CCEP
+237.8%
-140.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.6% |
| 7D | -1.3% | -3.7% | +2.4% | +0.6% |
| 30D | -2.3% | -2.1% | -0.3% | -1.3% |
| 3M | +2.5% | +7.2% | -4.7% | -1.6% |
| 6M | +9.5% | +3.3% | +6.2% | +6.9% |
| YTD | +5.1% | +15.7% | -10.6% | -4.0% |
| 1Y | +15.5% | +16.6% | -1.1% | +4.8% |
| 3Y | +95.2% | +84.3% | +10.9% | +33.7% |
| 5Y | +14.5% | +109.0% | -94.5% | -29.2% |
| 10Y | +97.2% | +238.1% | -141.0% | +5.6% |
| All | +97.2% | +237.8% | -140.6% | +5.6% |
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