+19.3%
TPR vs CCEP
+36.9%
-17.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +1.8% |
| 7D | +12.6% | +4.2% | +8.4% | +10.4% |
| 30D | +7.1% | +14.2% | -7.0% | +0.6% |
| 3M | -19.4% | +9.1% | -28.5% | -22.8% |
| 6M | -9.7% | +26.9% | -36.6% | -20.1% |
| YTD | -1.0% | +29.1% | -30.1% | -11.4% |
| 1Y | +19.3% | +36.8% | -17.5% | +3.6% |
| All | +19.3% | +36.9% | -17.6% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling