+32.7%
TNA vs CCEP
+342.6%
-309.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -2.7% |
| 7D | +3.7% | +2.1% | +1.6% | +1.3% |
| 30D | +4.4% | +10.6% | -6.2% | -8.4% |
| 3M | -26.7% | +10.3% | -37.0% | -36.1% |
| 6M | -12.8% | +31.1% | -43.9% | -39.9% |
| YTD | +22.7% | +32.1% | -9.5% | -17.4% |
| 1Y | +35.7% | +32.8% | +2.8% | -9.5% |
| 3Y | +134.6% | +111.3% | +23.2% | -18.6% |
| 5Y | -46.0% | +147.5% | -193.5% | -84.1% |
| All | +32.7% | +342.6% | -309.9% | -67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling