+238.1%
CCEP vs TECH
+179.6%
+58.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -2.1% | +0.3% | -2.4% | -2.1% |
| 3M | +7.2% | +32.9% | -25.8% | +1.1% |
| 6M | +3.3% | +32.1% | -28.8% | -3.5% |
| YTD | +15.7% | +23.4% | -7.7% | +9.2% |
| 1Y | +16.6% | +34.1% | -17.5% | +7.4% |
| 3Y | +84.3% | +2.2% | +82.1% | +74.7% |
| 5Y | +109.0% | -41.8% | +150.8% | +124.9% |
| 10Y | +238.1% | +188.9% | +49.2% | +149.7% |
| All | +238.1% | +179.6% | +58.6% | +149.7% |
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