+8,398.6%
TPR vs CCEP
+2,303.9%
+6,094.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +14.2% | +2.6% | +11.6% | +12.8% |
| 30D | +17.1% | +15.1% | +1.9% | +9.2% |
| 3M | -17.7% | +7.3% | -25.0% | -20.7% |
| 6M | -10.2% | +23.4% | -33.6% | -19.4% |
| YTD | +4.9% | +29.4% | -24.5% | -8.1% |
| 1Y | +36.1% | +34.2% | +1.9% | +17.0% |
| 3Y | +416.5% | +108.4% | +308.1% | +251.7% |
| 5Y | +254.8% | +147.3% | +107.5% | +121.8% |
| 10Y | +391.7% | +301.3% | +90.4% | +147.0% |
| All | +8,398.6% | +2,303.9% | +6,094.8% | +1,481.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling