-20.5%
TSEM vs CCEP
+6,427.0%
-6,447.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.3% | +7.4% | +7.6% |
| 7D | +6.8% | +1.8% | +5.0% | +6.3% |
| 30D | -26.6% | +12.2% | -38.8% | -29.0% |
| 3M | -36.3% | +10.7% | -47.0% | -38.4% |
| 6M | -30.6% | +27.5% | -58.1% | -35.8% |
| YTD | +35.3% | +31.3% | +4.0% | +23.8% |
| 1Y | +59.2% | +29.9% | +29.3% | +46.1% |
| 3Y | +547.7% | +111.1% | +436.6% | +418.9% |
| 5Y | +337.5% | +142.3% | +195.2% | +233.7% |
| 10Y | +887.4% | +335.5% | +551.9% | +531.4% |
| All | -20.5% | +6,427.0% | -6,447.4% | -67.7% |
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 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