+1,537.8%
CCEP vs TCOM
+2,694.8%
-1,157.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | -3.1% | -9.5% | +6.5% | -1.8% |
| 30D | -2.6% | -10.7% | +8.1% | -1.2% |
| 3M | +14.9% | -14.6% | +29.6% | +17.0% |
| 6M | +2.3% | -19.3% | +21.6% | +4.8% |
| YTD | +17.8% | -42.9% | +60.8% | +25.8% |
| 1Y | +24.2% | -43.8% | +68.0% | +32.7% |
| 3Y | +84.7% | +2.1% | +82.6% | +77.4% |
| 5Y | +103.2% | +31.2% | +72.0% | +80.9% |
| 10Y | +257.4% | -13.9% | +271.3% | +222.0% |
| All | +1,537.8% | +2,694.8% | -1,157.0% | +912.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling