+3,125.8%
TSLA vs CCEP
+342.6%
+2,783.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.3% |
| 7D | +8.9% | +2.1% | +6.8% | +8.1% |
| 30D | +6.3% | +10.6% | -4.3% | +1.9% |
| 3M | +14.8% | +10.3% | +4.5% | +10.0% |
| 6M | -12.4% | +31.1% | -43.4% | -21.8% |
| YTD | -13.2% | +32.1% | -45.4% | -23.3% |
| 1Y | -2.9% | +32.8% | -35.8% | -14.4% |
| 3Y | +74.4% | +111.3% | -36.9% | +24.2% |
| 5Y | +13.3% | +147.5% | -134.2% | -24.7% |
| All | +3,125.8% | +342.6% | +2,783.3% | +1,739.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling