+261.5%
TPR vs CCEP
+139.0%
+122.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +12.1% | +5.4% | +6.7% | +8.7% |
| 30D | +16.7% | +12.8% | +3.9% | +8.4% |
| 3M | -17.4% | +10.9% | -28.2% | -22.6% |
| 6M | +2.3% | +25.6% | -23.3% | -11.8% |
| YTD | +7.1% | +31.0% | -23.9% | -10.2% |
| 1Y | +29.5% | +32.3% | -2.8% | +7.7% |
| 3Y | +415.0% | +110.5% | +304.5% | +194.3% |
| 5Y | +261.5% | +141.8% | +119.7% | +72.7% |
| All | +261.5% | +139.0% | +122.5% | +72.7% |
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