+47.6%
TSLA vs CCEP
+107.2%
-59.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +3.2% | -2.8% | +6.0% | +4.4% |
| 30D | +11.6% | -4.0% | +15.6% | +13.4% |
| 3M | -8.4% | +5.2% | -13.6% | -10.6% |
| 6M | -10.4% | +2.7% | -13.1% | -11.9% |
| YTD | -18.7% | +14.5% | -33.3% | -24.2% |
| 1Y | -0.9% | +17.2% | -18.1% | -8.9% |
| 3Y | +33.6% | +79.3% | -45.8% | -5.2% |
| All | +47.6% | +107.2% | -59.6% | -3.5% |
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