+131.2%
TLT vs CCEP
+1,743.8%
-1,612.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | -0.1% |
| 7D | -0.4% | -3.1% | +2.6% | -0.7% |
| 30D | -0.6% | -2.6% | +2.0% | -0.8% |
| 3M | -2.7% | +14.9% | -17.7% | -1.6% |
| 6M | -5.6% | +2.3% | -7.9% | -5.4% |
| YTD | -2.8% | +17.8% | -20.6% | -1.3% |
| 1Y | -1.4% | +24.2% | -25.6% | +0.6% |
| 3Y | -1.6% | +84.7% | -86.3% | +4.4% |
| 5Y | -33.8% | +103.2% | -137.0% | -28.8% |
| 10Y | -21.1% | +257.4% | -278.5% | -7.8% |
| All | +131.2% | +1,743.8% | -1,612.6% | +239.4% |
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