-28.1%
TGT vs CCEP
+147.2%
-175.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | +2.6% | +2.1% | +0.5% | +1.8% |
| 30D | +4.7% | +10.6% | -5.9% | +0.7% |
| 3M | +4.6% | +10.3% | -5.8% | +0.6% |
| 6M | +34.9% | +31.1% | +3.8% | +21.4% |
| YTD | +70.9% | +32.1% | +38.8% | +52.2% |
| 1Y | +84.4% | +32.8% | +51.5% | +63.8% |
| 3Y | +69.1% | +111.3% | -42.2% | +19.3% |
| All | -28.1% | +147.2% | -175.3% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling