+397.0%
TSM vs CCEP
+86.4%
+310.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +6.0% | +2.8% |
| 7D | +2.7% | -3.1% | +5.8% | +2.7% |
| 30D | +3.6% | -2.6% | +6.2% | +3.6% |
| 3M | -3.4% | +14.9% | -18.3% | -4.0% |
| 6M | +20.6% | +2.3% | +18.4% | +20.4% |
| YTD | +41.9% | +17.8% | +24.0% | +41.5% |
| 1Y | +84.4% | +24.2% | +60.2% | +82.8% |
| All | +397.0% | +86.4% | +310.6% | +341.3% |
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 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