+240.4%
TPR vs CCEP
+105.1%
+135.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.9% |
| 7D | -2.3% | -3.1% | +0.8% | -0.5% |
| 30D | -23.0% | -2.6% | -20.4% | -21.8% |
| 3M | -12.5% | +14.9% | -27.4% | -19.9% |
| 6M | -21.4% | +2.3% | -23.7% | -22.8% |
| YTD | -3.5% | +17.8% | -21.4% | -13.3% |
| 1Y | +17.4% | +24.2% | -6.9% | +1.4% |
| 3Y | +291.3% | +84.7% | +206.5% | +147.2% |
| All | +240.4% | +105.1% | +135.3% | +80.0% |
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 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