+299.4%
TPR vs CCEP
+85.5%
+213.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.2% |
| 7D | -2.3% | -3.1% | +0.8% | -1.2% |
| 30D | -23.0% | -2.6% | -20.4% | -22.2% |
| 3M | -12.5% | +14.9% | -27.4% | -17.1% |
| 6M | -21.4% | +2.3% | -23.7% | -22.7% |
| YTD | -3.5% | +17.8% | -21.4% | -9.3% |
| 1Y | +17.4% | +24.2% | -6.9% | +8.0% |
| All | +299.4% | +85.5% | +213.9% | +216.1% |
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