-40.4%
TOST vs CCEP
+157.0%
-197.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -1.4% |
| 7D | +11.6% | +5.7% | +5.9% | +7.6% |
| 30D | +16.2% | +15.3% | +0.9% | +5.7% |
| 3M | +1.0% | +8.0% | -7.0% | -4.2% |
| 6M | +23.2% | +26.7% | -3.5% | +4.7% |
| YTD | -1.0% | +30.7% | -31.7% | -19.6% |
| 1Y | -9.9% | +36.5% | -46.4% | -29.4% |
| 3Y | +101.0% | +111.1% | -10.1% | +3.3% |
| 5Y | -40.4% | +149.7% | -190.1% | -74.7% |
| All | -40.4% | +157.0% | -197.5% | -74.7% |
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