-44.5%
TOST vs CCEP
+136.3%
-180.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.7% |
| 7D | +9.4% | +2.6% | +6.9% | +7.6% |
| 30D | +13.5% | +15.1% | -1.7% | +3.2% |
| 3M | -0.1% | +7.3% | -7.4% | -4.9% |
| 6M | +22.5% | +23.4% | -1.0% | +5.7% |
| YTD | -2.4% | +29.4% | -31.8% | -20.4% |
| 1Y | -4.7% | +34.2% | -38.9% | -24.7% |
| 3Y | +103.2% | +108.4% | -5.1% | +4.7% |
| 5Y | -41.2% | +147.3% | -188.5% | -74.4% |
| All | -44.5% | +136.3% | -180.9% | -72.9% |
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