+6,844.0%
TEVA vs CCEP
+6,741.8%
+102.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.8% |
| 7D | -1.7% | -3.7% | +2.0% | -1.0% |
| 30D | +2.0% | -2.1% | +4.0% | +2.3% |
| 3M | +7.0% | +7.2% | -0.2% | +5.3% |
| 6M | +17.0% | +3.3% | +13.7% | +15.8% |
| YTD | +18.1% | +15.7% | +2.4% | +14.1% |
| 1Y | +87.2% | +16.6% | +70.7% | +80.6% |
| 3Y | +283.1% | +84.3% | +198.8% | +236.3% |
| 5Y | +298.4% | +109.0% | +189.4% | +239.9% |
| 10Y | -23.4% | +238.1% | -261.6% | -40.7% |
| All | +6,844.0% | +6,741.8% | +102.2% | +3,047.2% |
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 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