+6,170.5%
TGT vs CCEP
+7,713.8%
-1,543.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +2.6% | +2.1% | +0.5% | +2.1% |
| 30D | +4.7% | +10.6% | -5.9% | +2.1% |
| 3M | +4.6% | +10.3% | -5.8% | +2.0% |
| 6M | +34.9% | +31.1% | +3.8% | +26.0% |
| YTD | +70.9% | +32.1% | +38.8% | +59.0% |
| 1Y | +84.4% | +32.8% | +51.5% | +71.3% |
| 3Y | +69.1% | +111.3% | -42.2% | +39.2% |
| 5Y | -26.9% | +147.5% | -174.4% | -42.4% |
| 10Y | +207.6% | +338.1% | -130.4% | +103.8% |
| All | +6,170.5% | +7,713.8% | -1,543.3% | +1,855.1% |
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