+146.0%
TT vs CCEP
+105.1%
+40.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +4.0% | +2.0% |
| 7D | 0.0% | -3.1% | +3.1% | +1.2% |
| 30D | -7.2% | -2.6% | -4.6% | -6.3% |
| 3M | -3.0% | +14.9% | -17.9% | -8.8% |
| 6M | +1.4% | +2.3% | -0.9% | -0.2% |
| YTD | +15.9% | +17.8% | -2.0% | +7.4% |
| 1Y | +9.4% | +24.2% | -14.8% | -1.3% |
| 3Y | +124.4% | +84.7% | +39.7% | +63.6% |
| All | +146.0% | +105.1% | +40.9% | +61.0% |
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