-22.5%
TNA vs CCEP
+105.2%
-127.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.6% | -1.5% |
| 7D | -3.6% | -3.7% | +0.1% | +0.1% |
| 30D | -10.1% | -2.1% | -8.0% | -8.5% |
| 3M | +2.7% | +7.2% | -4.5% | -6.5% |
| 6M | +38.4% | +3.3% | +35.1% | +30.7% |
| YTD | +45.4% | +15.7% | +29.7% | +18.9% |
| 1Y | +55.9% | +16.6% | +39.4% | +24.7% |
| 3Y | +109.8% | +84.3% | +25.6% | -13.9% |
| 5Y | -22.5% | +109.0% | -131.5% | -72.1% |
| All | -22.5% | +105.2% | -127.8% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling