+753.3%
TT vs CCEP
+301.0%
+452.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | -2.0% | +2.6% | -4.6% | -3.1% |
| 30D | -14.0% | +15.1% | -29.2% | -18.8% |
| 3M | -15.9% | +7.3% | -23.1% | -18.6% |
| 6M | -17.3% | +23.4% | -40.7% | -24.6% |
| YTD | +4.0% | +29.4% | -25.4% | -7.2% |
| 1Y | -7.1% | +34.2% | -41.4% | -18.3% |
| 3Y | +90.2% | +108.4% | -18.1% | +37.4% |
| 5Y | +131.1% | +147.3% | -16.1% | +53.4% |
| All | +753.3% | +301.0% | +452.3% | +390.7% |
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 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