+52.1%
TMUS vs CCEP
+140.3%
-88.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | +11.3% | +11.0% | +0.3% | +7.4% |
| 3M | -2.9% | +9.2% | -12.1% | -5.8% |
| 6M | -10.5% | +27.2% | -37.7% | -17.6% |
| YTD | -14.4% | +30.3% | -44.7% | -22.2% |
| 1Y | -17.9% | +28.7% | -46.6% | -25.1% |
| 3Y | +21.9% | +109.4% | -87.5% | -6.7% |
| 5Y | +52.1% | +144.1% | -92.0% | +9.7% |
| All | +52.1% | +140.3% | -88.2% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling