+63.4%
TSLA vs CCEP
+109.7%
-46.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.3% |
| 7D | -10.4% | +2.6% | -13.0% | -10.7% |
| 30D | -5.2% | +15.1% | -20.3% | -7.2% |
| 3M | +12.1% | +7.3% | +4.8% | +11.0% |
| 6M | -10.2% | +23.4% | -33.6% | -13.2% |
| YTD | -20.3% | +29.4% | -49.8% | -24.0% |
| 1Y | -19.7% | +34.2% | -53.9% | -24.0% |
| 3Y | +63.4% | +108.4% | -45.0% | +35.8% |
| All | +63.4% | +109.7% | -46.4% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling