-41.3%
TE vs CCEP
+108.6%
-149.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.7% | +9.3% | +9.7% |
| 7D | +18.2% | -1.0% | +19.2% | +18.7% |
| 30D | -13.5% | -1.6% | -11.9% | -12.9% |
| 3M | -44.6% | +11.9% | -56.4% | -48.1% |
| 6M | -24.7% | +7.5% | -32.2% | -28.2% |
| YTD | -24.3% | +18.7% | -43.0% | -31.6% |
| 1Y | +155.6% | +21.4% | +134.2% | +127.1% |
| 3Y | -18.3% | +89.1% | -107.4% | -44.5% |
| 5Y | -41.3% | +108.7% | -150.0% | -62.2% |
| All | -41.3% | +108.6% | -149.9% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling