+7,716.4%
TPR vs CCEP
+2,089.2%
+5,627.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.5% |
| 7D | -2.3% | -3.1% | +0.8% | -0.8% |
| 30D | -23.0% | -2.6% | -20.4% | -22.0% |
| 3M | -12.5% | +14.9% | -27.4% | -18.5% |
| 6M | -21.4% | +2.3% | -23.7% | -22.5% |
| YTD | -3.5% | +17.8% | -21.4% | -11.4% |
| 1Y | +17.4% | +24.2% | -6.9% | +4.6% |
| 3Y | +291.3% | +84.7% | +206.5% | +182.6% |
| 5Y | +241.9% | +103.2% | +138.7% | +134.9% |
| 10Y | +322.7% | +257.4% | +65.3% | +124.6% |
| All | +7,716.4% | +2,089.2% | +5,627.2% | +1,425.3% |
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