-20.7%
TLT vs CCEP
+244.1%
-264.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | 0.0% |
| 7D | +0.4% | -1.0% | +1.4% | +0.4% |
| 30D | -0.3% | -1.6% | +1.3% | -0.3% |
| 3M | -1.7% | +11.9% | -13.6% | -1.4% |
| 6M | -4.9% | +7.5% | -12.4% | -4.7% |
| YTD | -2.8% | +18.7% | -21.5% | -2.2% |
| 1Y | -4.2% | +21.4% | -25.6% | -3.5% |
| 3Y | -1.1% | +89.1% | -90.2% | +1.9% |
| 5Y | -33.7% | +108.7% | -142.4% | -31.1% |
| 10Y | -20.7% | +241.0% | -261.6% | -16.7% |
| All | -20.7% | +244.1% | -264.7% | -16.7% |
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