+843.5%
TTMI vs CCEP
+108.6%
+734.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.8% |
| 7D | +12.2% | -1.0% | +13.1% | +12.3% |
| 30D | -5.7% | -1.6% | -4.1% | -5.6% |
| 3M | -27.5% | +11.9% | -39.3% | -30.3% |
| 6M | +47.1% | +7.5% | +39.7% | +43.0% |
| YTD | +87.5% | +18.7% | +68.7% | +77.3% |
| 1Y | +175.2% | +21.4% | +153.8% | +157.1% |
| 3Y | +901.9% | +89.1% | +812.8% | +667.9% |
| 5Y | +843.5% | +108.7% | +734.8% | +573.7% |
| All | +843.5% | +108.6% | +734.9% | +573.7% |
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 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