+11,954.4%
TSM vs CCEP
+1,360.8%
+10,593.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.6% |
| 7D | -7.6% | +2.6% | -10.1% | -8.4% |
| 30D | -20.5% | +15.1% | -35.6% | -24.2% |
| 3M | -10.0% | +7.3% | -17.3% | -12.5% |
| 6M | -10.1% | +23.4% | -33.5% | -16.8% |
| YTD | +24.5% | +29.4% | -4.9% | +13.2% |
| 1Y | +31.2% | +34.2% | -3.1% | +17.8% |
| 3Y | +322.0% | +108.4% | +213.6% | +224.4% |
| 5Y | +245.3% | +147.3% | +98.0% | +149.3% |
| 10Y | +1,465.8% | +301.3% | +1,164.5% | +830.5% |
| All | +11,954.4% | +1,360.8% | +10,593.6% | +2,928.3% |
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 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