+328.6%
TMO vs CCEP
+236.1%
+92.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.6% | -2.8% | +2.2% | +0.1% |
| 30D | +1.1% | -4.0% | +5.2% | +2.1% |
| 3M | +28.3% | +5.2% | +23.1% | +26.5% |
| 6M | +23.3% | +2.7% | +20.6% | +22.0% |
| YTD | +5.5% | +14.5% | -9.1% | +1.1% |
| 1Y | +24.5% | +17.2% | +7.4% | +18.6% |
| 3Y | +19.6% | +79.3% | -59.8% | +1.2% |
| 5Y | +8.1% | +106.8% | -98.6% | -13.0% |
| All | +328.6% | +236.1% | +92.5% | +215.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling