-66.3%
TE vs CCEP
+26.2%
-92.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.8% | -6.7% | -8.1% |
| 7D | -13.6% | -0.3% | -13.3% | -13.8% |
| 30D | -37.7% | +11.0% | -48.6% | -33.1% |
| 3M | -59.8% | +9.2% | -69.0% | -56.9% |
| 6M | -66.3% | +27.2% | -93.5% | -65.7% |
| All | -66.3% | +26.2% | -92.5% | -65.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling