+36.8%
CCEP vs TCOM
-39.6%
+76.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.7% | +3.6% |
| 7D | +4.2% | +10.7% | -6.4% | +3.6% |
| 30D | +14.2% | +10.1% | +4.1% | +13.5% |
| 3M | +9.1% | -8.9% | +18.0% | +9.2% |
| 6M | +26.9% | -19.2% | +46.0% | +26.7% |
| YTD | +29.1% | -40.6% | +69.7% | +28.0% |
| 1Y | +36.8% | -39.0% | +75.8% | +35.3% |
| All | +36.8% | -39.6% | +76.4% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling