+79.5%
CCEP vs TPG
+78.9%
+0.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.8% |
| 7D | -5.7% | -11.8% | +6.1% | -5.5% |
| 30D | -3.4% | -6.3% | +2.8% | -3.2% |
| 3M | +5.5% | +13.6% | -8.1% | +5.2% |
| 6M | +2.2% | +13.8% | -11.6% | +1.8% |
| YTD | +14.6% | -23.7% | +38.4% | +16.0% |
| 1Y | +18.9% | -18.2% | +37.1% | +19.7% |
| All | +79.5% | +78.9% | +0.6% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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