+416.5%
TPR vs CCEP
+109.7%
+306.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | +14.2% | +2.6% | +11.6% | +13.1% |
| 30D | +17.1% | +15.1% | +1.9% | +10.8% |
| 3M | -17.7% | +7.3% | -25.0% | -20.0% |
| 6M | -10.2% | +23.4% | -33.6% | -17.4% |
| YTD | +4.9% | +29.4% | -24.5% | -5.1% |
| 1Y | +36.1% | +34.2% | +1.9% | +21.6% |
| 3Y | +416.5% | +108.4% | +308.1% | +305.0% |
| All | +416.5% | +109.7% | +306.7% | +305.0% |
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