+13,634.3%
TSM vs CCEP
+1,230.4%
+12,404.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +6.0% | +3.8% |
| 7D | +2.7% | -3.1% | +5.8% | +3.7% |
| 30D | +3.6% | -2.6% | +6.2% | +4.3% |
| 3M | -3.4% | +14.9% | -18.3% | -8.1% |
| 6M | +20.6% | +2.3% | +18.4% | +18.8% |
| YTD | +41.9% | +17.8% | +24.0% | +33.5% |
| 1Y | +84.4% | +24.2% | +60.2% | +69.9% |
| 3Y | +380.2% | +84.7% | +295.5% | +285.0% |
| 5Y | +275.3% | +103.2% | +172.1% | +189.1% |
| 10Y | +1,751.4% | +257.4% | +1,494.0% | +1,045.6% |
| All | +13,634.3% | +1,230.4% | +12,404.0% | +3,469.7% |
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