+406.5%
TTMI vs CCEP
+139.0%
+267.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -11.5% | +5.4% | -16.9% | -12.0% |
| 30D | -40.3% | +12.8% | -53.1% | -41.6% |
| 3M | -44.5% | +10.9% | -55.3% | -45.7% |
| 6M | -54.1% | +25.6% | -79.7% | -57.1% |
| YTD | +4.7% | +31.0% | -26.3% | -3.0% |
| 1Y | +3.3% | +32.3% | -28.9% | -4.6% |
| 3Y | +407.2% | +110.5% | +296.7% | +274.3% |
| 5Y | +406.5% | +141.8% | +264.7% | +246.2% |
| All | +406.5% | +139.0% | +267.6% | +246.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling