+236.4%
TSM vs CCEP
+148.1%
+88.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.5% |
| 7D | -7.6% | +2.6% | -10.1% | -8.2% |
| 30D | -20.5% | +15.1% | -35.6% | -23.4% |
| 3M | -10.0% | +7.3% | -17.3% | -11.9% |
| 6M | -10.1% | +23.4% | -33.5% | -15.9% |
| YTD | +24.5% | +29.4% | -4.9% | +14.5% |
| 1Y | +31.2% | +34.2% | -3.1% | +18.9% |
| 3Y | +322.0% | +108.4% | +213.6% | +205.2% |
| All | +236.4% | +148.1% | +88.3% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling