+1,502.2%
TSM vs CCEP
+299.9%
+1,202.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.2% |
| 7D | -2.5% | +1.7% | -4.2% | -3.1% |
| 30D | -14.3% | +12.7% | -27.0% | -17.4% |
| 3M | -7.2% | +8.5% | -15.7% | -9.9% |
| 6M | -5.1% | +25.6% | -30.7% | -12.4% |
| YTD | +28.9% | +30.9% | -2.0% | +17.3% |
| 1Y | +37.1% | +32.0% | +5.1% | +24.3% |
| 3Y | +341.5% | +110.9% | +230.5% | +234.2% |
| 5Y | +245.7% | +138.5% | +107.2% | +147.1% |
| 10Y | +1,502.2% | +302.3% | +1,199.9% | +876.7% |
| All | +1,502.2% | +299.9% | +1,202.3% | +876.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling