-34.5%
TLT vs CCEP
+147.2%
-181.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -3.1% | +2.1% | -5.2% | -3.2% |
| 30D | +1.0% | +10.6% | -9.5% | +0.4% |
| 3M | -2.7% | +10.3% | -13.0% | -3.3% |
| 6M | -4.1% | +31.1% | -35.2% | -5.7% |
| YTD | -5.4% | +32.1% | -37.5% | -6.8% |
| 1Y | -7.0% | +32.8% | -39.8% | -8.5% |
| 3Y | +2.8% | +111.3% | -108.5% | 0.0% |
| All | -34.5% | +147.2% | -181.7% | -36.6% |
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