+396.5%
TTMI vs CCEP
+342.6%
+54.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.2% |
| 7D | +11.4% | +2.1% | +9.3% | +10.9% |
| 30D | -28.3% | +10.6% | -38.9% | -30.7% |
| 3M | -46.7% | +10.3% | -57.0% | -48.7% |
| 6M | -56.1% | +31.1% | -87.2% | -60.3% |
| YTD | +7.4% | +32.1% | -24.8% | -3.1% |
| 1Y | +17.4% | +32.8% | -15.4% | +5.6% |
| 3Y | +429.1% | +111.3% | +317.8% | +296.7% |
| 5Y | +418.8% | +147.5% | +271.3% | +263.1% |
| All | +396.5% | +342.6% | +54.0% | +205.3% |
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 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