+1,029.9%
TNA vs CCEP
+4,020.1%
-2,990.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -2.8% |
| 7D | +3.7% | +2.1% | +1.6% | +1.1% |
| 30D | +4.4% | +10.6% | -6.2% | -9.6% |
| 3M | -26.7% | +10.3% | -37.0% | -37.0% |
| 6M | -12.8% | +31.1% | -43.9% | -41.9% |
| YTD | +22.7% | +32.1% | -9.5% | -20.4% |
| 1Y | +35.7% | +32.8% | +2.8% | -12.9% |
| 3Y | +134.6% | +111.3% | +23.2% | -23.8% |
| 5Y | -46.0% | +147.5% | -193.5% | -85.2% |
| 10Y | +38.0% | +338.1% | -300.0% | -80.8% |
| All | +1,029.9% | +4,020.1% | -2,990.2% | -94.8% |
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