+320.5%
TMUS vs CCEP
+1,503.9%
-1,183.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.1% |
| 7D | +0.1% | -3.1% | +3.1% | +1.4% |
| 30D | +5.3% | -2.6% | +7.8% | +6.4% |
| 3M | +3.1% | +14.9% | -11.8% | -2.8% |
| 6M | -16.5% | +2.3% | -18.7% | -17.6% |
| YTD | -9.2% | +17.8% | -27.0% | -15.9% |
| 1Y | -26.5% | +24.2% | -50.7% | -33.5% |
| 3Y | +39.0% | +84.7% | -45.7% | +4.7% |
| 5Y | +40.4% | +103.2% | -62.8% | -0.8% |
| 10Y | +303.7% | +257.4% | +46.3% | +104.8% |
| All | +320.5% | +1,503.9% | -1,183.4% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling