+13,171.6%
TSM vs CCEP
+1,382.7%
+11,788.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +4.4% | +1.8% | +2.7% | +3.8% |
| 30D | -7.0% | +12.2% | -19.1% | -10.6% |
| 3M | -1.8% | +10.7% | -12.5% | -5.4% |
| 6M | +2.7% | +27.5% | -24.8% | -5.9% |
| YTD | +37.1% | +31.3% | +5.7% | +24.1% |
| 1Y | +43.5% | +29.9% | +13.6% | +30.2% |
| 3Y | +341.5% | +111.1% | +230.4% | +238.2% |
| 5Y | +278.9% | +142.3% | +136.5% | +175.4% |
| 10Y | +1,641.8% | +335.5% | +1,306.3% | +909.7% |
| All | +13,171.6% | +1,382.7% | +11,788.9% | +3,219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling