-45.4%
TOST vs CCEP
+139.9%
-185.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -3.6% | +1.8% | -5.3% | -4.7% |
| 30D | +8.9% | +12.2% | -3.3% | +0.8% |
| 3M | -2.2% | +10.7% | -12.9% | -8.8% |
| 6M | +41.0% | +27.5% | +13.5% | +19.2% |
| YTD | -4.0% | +31.3% | -35.3% | -22.5% |
| 1Y | -9.6% | +29.9% | -39.5% | -26.5% |
| 3Y | +141.7% | +111.1% | +30.6% | +23.3% |
| 5Y | -29.5% | +142.3% | -171.8% | -68.7% |
| All | -45.4% | +139.9% | -185.3% | -73.6% |
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