+238.4%
TMUS vs CCEP
+301.0%
-62.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +3.6% | +2.6% | +1.0% | +2.7% |
| 30D | -3.4% | +15.1% | -18.5% | -7.8% |
| 3M | -9.5% | +7.3% | -16.7% | -11.6% |
| 6M | -15.2% | +23.4% | -38.6% | -21.0% |
| YTD | -18.9% | +29.4% | -48.3% | -26.0% |
| 1Y | -17.7% | +34.2% | -51.9% | -25.9% |
| 3Y | +15.6% | +108.4% | -92.7% | -10.8% |
| 5Y | +38.9% | +147.3% | -108.3% | -0.5% |
| All | +238.4% | +301.0% | -62.6% | +116.5% |
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