+2,053.8%
CCEP vs TECK
+1,881.2%
+172.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.6% |
| 7D | +2.1% | -0.4% | +2.5% | +2.1% |
| 30D | +10.6% | -7.1% | +17.7% | +11.5% |
| 3M | +10.3% | -5.5% | +15.8% | +10.8% |
| 6M | +31.1% | -9.7% | +40.8% | +31.7% |
| YTD | +32.1% | +26.3% | +5.9% | +25.7% |
| 1Y | +32.8% | +44.4% | -11.5% | +23.8% |
| 3Y | +111.3% | +70.1% | +41.3% | +87.6% |
| 5Y | +147.5% | +125.8% | +21.7% | +104.1% |
| 10Y | +338.1% | +200.6% | +137.5% | +216.0% |
| All | +2,053.8% | +1,881.2% | +172.6% | +995.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling