+131.3%
TLT vs CCEP
+1,924.6%
-1,793.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | +0.1% | +2.6% | -2.5% | +0.3% |
| 30D | +6.2% | +15.1% | -9.0% | +7.4% |
| 3M | +0.1% | +7.3% | -7.2% | +0.7% |
| 6M | -3.0% | +23.4% | -26.4% | -1.2% |
| YTD | -2.7% | +29.4% | -32.1% | -0.5% |
| 1Y | -4.8% | +34.2% | -39.1% | -2.3% |
| 3Y | +6.9% | +108.4% | -101.4% | +14.5% |
| 5Y | -34.5% | +147.3% | -181.7% | -28.1% |
| 10Y | -17.3% | +301.3% | -318.6% | -2.3% |
| All | +131.3% | +1,924.6% | -1,793.2% | +242.2% |
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