+676.6%
TSEM vs CCEP
+86.4%
+590.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.1% | +11.0% | +7.4% |
| 7D | +6.9% | -3.1% | +10.0% | +6.4% |
| 30D | +5.3% | -2.6% | +7.9% | +5.0% |
| 3M | -14.9% | +14.9% | -29.8% | -15.3% |
| 6M | +80.0% | +2.3% | +77.8% | +81.3% |
| YTD | +89.4% | +17.8% | +71.5% | +87.6% |
| 1Y | +253.1% | +24.2% | +228.9% | +245.3% |
| All | +676.6% | +86.4% | +590.2% | +512.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling