-7.4%
TLT vs CCEP
+28.8%
-36.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +2.2% | +11.0% | -8.8% | +1.0% |
| 3M | -1.7% | +9.2% | -10.9% | -2.8% |
| 6M | -4.0% | +27.2% | -31.1% | -6.4% |
| YTD | -4.9% | +30.3% | -35.2% | -5.7% |
| 1Y | -7.4% | +28.7% | -36.1% | -7.9% |
| All | -7.4% | +28.8% | -36.2% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling