+299.2%
TEVA vs CCEP
+107.2%
+192.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.6% |
| 6M | +21.7% | +2.7% | +19.0% | +19.4% |
| YTD | +18.8% | +14.5% | +4.3% | +10.7% |
| 1Y | +86.5% | +17.2% | +69.3% | +71.3% |
| 3Y | +269.4% | +79.3% | +190.1% | +168.1% |
| All | +299.2% | +107.2% | +192.1% | +163.9% |
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