+302.3%
CCEP vs TECH
+204.1%
+98.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.7% | +0.2% | +1.4% | +1.6% |
| 30D | +12.7% | +0.5% | +12.2% | +12.6% |
| 3M | +8.5% | +0.9% | +7.6% | +8.3% |
| 6M | +25.6% | +51.0% | -25.5% | +15.4% |
| YTD | +30.9% | +24.4% | +6.5% | +23.3% |
| 1Y | +32.0% | +27.6% | +4.4% | +23.4% |
| 3Y | +110.9% | +29.9% | +81.0% | +87.6% |
| 5Y | +138.5% | -40.6% | +179.1% | +156.1% |
| 10Y | +302.3% | +196.7% | +105.6% | +202.7% |
| All | +302.3% | +204.1% | +98.2% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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