+1,736.2%
CCEP vs TCOM
+2,868.4%
-1,132.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +2.1% | -1.8% | +3.9% | +2.3% |
| 30D | +10.6% | +12.1% | -1.5% | +9.0% |
| 3M | +10.3% | -3.2% | +13.5% | +10.7% |
| 6M | +31.1% | -16.6% | +47.7% | +33.8% |
| YTD | +32.1% | -39.4% | +71.5% | +39.9% |
| 1Y | +32.8% | -41.5% | +74.3% | +41.2% |
| 3Y | +111.3% | +24.4% | +87.0% | +97.8% |
| 5Y | +147.5% | +41.6% | +105.9% | +118.4% |
| 10Y | +338.1% | +6.5% | +331.5% | +284.1% |
| All | +1,736.2% | +2,868.4% | -1,132.3% | +1,025.6% |
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 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