+330.4%
TSM vs CCEP
+113.9%
+216.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.5% |
| 7D | +6.2% | +2.1% | +4.1% | +6.5% |
| 30D | -7.3% | +10.6% | -17.9% | -6.3% |
| 3M | -7.1% | +10.3% | -17.4% | -6.1% |
| 6M | +0.2% | +31.1% | -30.8% | +1.0% |
| YTD | +32.2% | +32.1% | +0.1% | +34.3% |
| 1Y | +42.8% | +32.8% | +10.0% | +45.0% |
| 3Y | +330.4% | +111.3% | +219.1% | +320.1% |
| All | +330.4% | +113.9% | +216.5% | +320.1% |
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