+265.7%
TSM vs CCEP
+147.2%
+118.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.0% |
| 7D | +6.2% | +2.1% | +4.1% | +5.7% |
| 30D | -7.3% | +10.6% | -17.9% | -9.6% |
| 3M | -7.1% | +10.3% | -17.4% | -9.6% |
| 6M | +0.2% | +31.1% | -30.8% | -7.9% |
| YTD | +32.2% | +32.1% | +0.1% | +21.0% |
| 1Y | +42.8% | +32.8% | +10.0% | +30.3% |
| 3Y | +330.4% | +111.3% | +219.1% | +210.1% |
| All | +265.7% | +147.2% | +118.5% | +140.6% |
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