+128.5%
TLT vs CCEP
+1,954.9%
-1,826.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | +0.1% |
| 7D | -1.0% | +1.8% | -2.8% | -0.9% |
| 30D | +3.7% | +12.2% | -8.5% | +4.7% |
| 3M | -0.8% | +10.7% | -11.4% | +0.1% |
| 6M | -3.6% | +27.5% | -31.0% | -1.5% |
| YTD | -3.9% | +31.3% | -35.3% | -1.6% |
| 1Y | -6.2% | +29.9% | -36.1% | -4.0% |
| 3Y | +4.2% | +111.1% | -106.9% | +11.7% |
| 5Y | -34.7% | +142.3% | -177.0% | -28.6% |
| 10Y | -11.8% | +335.5% | -347.3% | +5.0% |
| All | +128.5% | +1,954.9% | -1,826.4% | +238.4% |
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