+74.7%
TNA vs CCEP
+236.5%
-161.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.0% |
| 7D | -7.6% | -5.7% | -1.9% | -1.1% |
| 30D | -13.6% | -3.4% | -10.2% | -10.5% |
| 3M | +2.8% | +5.5% | -2.7% | -5.4% |
| 6M | +34.5% | +2.2% | +32.3% | +27.7% |
| YTD | +41.0% | +14.6% | +26.4% | +14.7% |
| 1Y | +52.0% | +18.9% | +33.1% | +16.6% |
| 3Y | +103.5% | +82.6% | +20.9% | -12.8% |
| 5Y | -22.5% | +107.0% | -129.5% | -70.5% |
| All | +74.7% | +236.5% | -161.8% | -43.3% |
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