+9.1%
TE vs CCEP
+113.9%
-104.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.2% |
| 7D | -19.1% | +2.1% | -21.2% | -19.2% |
| 30D | -34.1% | +10.6% | -44.7% | -35.3% |
| 3M | -60.1% | +10.3% | -70.4% | -60.8% |
| 6M | -66.0% | +31.1% | -97.0% | -69.0% |
| YTD | -71.4% | +32.1% | -103.5% | -74.1% |
| 1Y | -45.3% | +32.8% | -78.1% | -50.6% |
| 3Y | +9.1% | +111.3% | -102.2% | -42.9% |
| All | +9.1% | +113.9% | -104.7% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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