+230.1%
CCEP vs TECK
+377.7%
-147.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -2.8% | -3.8% | +1.0% | -2.3% |
| 30D | -4.0% | +0.7% | -4.8% | -4.2% |
| 3M | +5.2% | +4.6% | +0.6% | +4.2% |
| 6M | +2.7% | +25.1% | -22.4% | -1.3% |
| YTD | +14.5% | +39.2% | -24.7% | +7.9% |
| 1Y | +17.2% | +60.3% | -43.2% | +7.7% |
| 3Y | +79.3% | +62.9% | +16.4% | +60.4% |
| 5Y | +106.8% | +181.5% | -74.7% | +62.9% |
| All | +230.1% | +377.7% | -147.6% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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