-25.0%
TEVA vs CCEP
+236.1%
-261.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +2.0% | -2.8% | +4.8% | +3.2% |
| 30D | +1.0% | -4.0% | +5.0% | +2.5% |
| 3M | +7.3% | +5.2% | +2.1% | +4.7% |
| 6M | +21.7% | +2.7% | +19.0% | +19.4% |
| YTD | +18.8% | +14.5% | +4.3% | +11.1% |
| 1Y | +86.5% | +17.2% | +69.3% | +72.2% |
| 3Y | +269.4% | +79.3% | +190.1% | +180.6% |
| 5Y | +303.6% | +106.8% | +196.8% | +184.2% |
| All | -25.0% | +236.1% | -261.1% | -58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling