+83.6%
TEL vs CCEP
+112.6%
-29.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.4% | +1.8% | -2.1% | -0.6% |
| 30D | +1.0% | +12.2% | -11.2% | -0.9% |
| 3M | +0.7% | +10.7% | -9.9% | -1.0% |
| 6M | +7.3% | +27.5% | -20.2% | +2.3% |
| YTD | -2.5% | +31.3% | -33.9% | -7.1% |
| 1Y | -10.3% | +29.9% | -40.2% | -14.3% |
| All | +83.6% | +112.6% | -29.0% | +56.2% |
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 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