-53.2%
TE vs CCEP
+149.4%
-202.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.1% |
| 7D | -4.0% | -3.1% | -0.9% | -3.2% |
| 30D | -15.9% | -2.6% | -13.3% | -15.4% |
| 3M | -60.5% | +14.9% | -75.5% | -62.3% |
| 6M | -35.2% | +2.3% | -37.5% | -36.0% |
| YTD | -31.1% | +17.8% | -49.0% | -34.6% |
| 1Y | +148.6% | +24.2% | +124.4% | +132.5% |
| 3Y | -26.4% | +84.7% | -111.1% | -38.1% |
| 5Y | -48.0% | +103.2% | -151.2% | -58.1% |
| All | -53.2% | +149.4% | -202.6% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling