+56.7%
TOST vs CCEP
+85.5%
-28.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +1.0% |
| 7D | -3.4% | -3.1% | -0.4% | -2.5% |
| 30D | -2.4% | -2.6% | +0.2% | -1.7% |
| 3M | +34.6% | +14.9% | +19.7% | +29.6% |
| 6M | +15.2% | +2.3% | +12.9% | +15.0% |
| YTD | -4.4% | +17.8% | -22.2% | -10.5% |
| 1Y | -17.4% | +24.2% | -41.6% | -24.7% |
| All | +56.7% | +85.5% | -28.8% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling