+11.3%
TSEM vs CCEP
+5,756.4%
-5,745.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.1% | +11.0% | +8.6% |
| 7D | +6.9% | -3.1% | +10.0% | +7.6% |
| 30D | +5.3% | -2.6% | +7.9% | +5.8% |
| 3M | -14.9% | +14.9% | -29.8% | -18.6% |
| 6M | +80.0% | +2.3% | +77.8% | +77.0% |
| YTD | +89.4% | +17.8% | +71.5% | +79.2% |
| 1Y | +253.1% | +24.2% | +228.9% | +228.7% |
| 3Y | +642.1% | +84.7% | +557.4% | +518.6% |
| 5Y | +659.1% | +103.2% | +555.9% | +508.3% |
| 10Y | +1,291.4% | +257.4% | +1,034.0% | +838.9% |
| All | +11.3% | +5,756.4% | -5,745.1% | -53.3% |
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