+89.1%
CCEP vs TECK
+85.2%
+3.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.4% | +0.5% |
| 7D | -1.0% | +7.8% | -8.7% | -1.4% |
| 30D | -1.6% | +8.3% | -9.9% | -2.1% |
| 3M | +11.9% | +16.1% | -4.2% | +10.8% |
| 6M | +7.5% | +42.9% | -35.4% | +4.6% |
| YTD | +18.7% | +50.8% | -32.0% | +14.8% |
| 1Y | +21.4% | +106.1% | -84.7% | +14.2% |
| 3Y | +89.1% | +84.0% | +5.1% | +77.8% |
| All | +89.1% | +85.2% | +3.9% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling