+110.5%
CCEP vs TCOM
+32.5%
+78.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +5.4% | +6.5% | -1.2% | +5.1% |
| 30D | +12.8% | +13.3% | -0.6% | +12.2% |
| 3M | +10.9% | -6.5% | +17.3% | +11.0% |
| 6M | +25.6% | -16.3% | +42.0% | +26.1% |
| YTD | +31.0% | -38.7% | +69.7% | +32.5% |
| 1Y | +32.3% | -40.1% | +72.4% | +33.9% |
| 3Y | +110.5% | +30.6% | +79.9% | +107.6% |
| All | +110.5% | +32.5% | +78.1% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling