-40.6%
TOST vs CCEP
+148.1%
-188.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.4% |
| 3M | -0.1% | +7.3% | -7.4% | -4.9% |
| 6M | +22.5% | +23.4% | -1.0% | +6.0% |
| YTD | -2.4% | +29.4% | -31.8% | -20.2% |
| 1Y | -4.7% | +34.2% | -38.9% | -24.4% |
| 3Y | +103.2% | +108.4% | -5.1% | +5.4% |
| All | -40.6% | +148.1% | -188.7% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling