+443.1%
TTMI vs CCEP
+342.1%
+101.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.7% | +8.9% |
| 7D | +7.2% | +1.8% | +5.5% | +6.8% |
| 30D | -28.7% | +12.2% | -40.8% | -31.4% |
| 3M | -39.8% | +10.7% | -50.5% | -42.1% |
| 6M | -51.7% | +27.5% | -79.2% | -56.0% |
| YTD | +14.1% | +31.3% | -17.3% | +3.1% |
| 1Y | +16.0% | +29.9% | -13.9% | +5.1% |
| 3Y | +452.7% | +111.1% | +341.6% | +314.4% |
| 5Y | +451.5% | +142.3% | +309.2% | +288.7% |
| 10Y | +443.1% | +335.5% | +107.7% | +236.9% |
| All | +443.1% | +342.1% | +101.0% | +236.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling