+2,577.1%
TFC vs CCEP
+7,553.0%
-4,975.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +1.2% | +2.6% | -1.4% | +0.4% |
| 30D | +8.3% | +15.1% | -6.8% | +3.7% |
| 3M | -5.2% | +7.3% | -12.5% | -7.4% |
| 6M | -0.8% | +23.4% | -24.2% | -7.3% |
| YTD | +3.4% | +29.4% | -26.0% | -5.0% |
| 1Y | +17.0% | +34.2% | -17.2% | +6.2% |
| 3Y | +86.2% | +108.4% | -22.2% | +46.4% |
| 5Y | -2.3% | +147.3% | -149.5% | -27.6% |
| 10Y | +93.9% | +301.3% | -207.4% | +25.3% |
| All | +2,577.1% | +7,553.0% | -4,975.9% | +930.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling