+106.1%
TOST vs CCEP
+111.8%
-5.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -1.0% |
| 7D | +11.6% | +5.7% | +5.9% | +9.6% |
| 30D | +16.2% | +15.3% | +0.9% | +11.2% |
| 3M | +1.0% | +8.0% | -7.0% | -1.5% |
| 6M | +23.2% | +26.7% | -3.5% | +15.4% |
| YTD | -1.0% | +30.7% | -31.7% | -9.7% |
| 1Y | -9.9% | +36.5% | -46.4% | -19.6% |
| All | +106.1% | +111.8% | -5.7% | +49.0% |
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