+96.2%
CCEP vs TPG
+74.1%
+22.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -2.8% | -9.4% | +6.6% | -1.7% |
| 30D | -4.0% | -5.3% | +1.2% | -3.5% |
| 3M | +5.2% | +12.9% | -7.7% | +3.4% |
| 6M | +2.7% | +20.1% | -17.4% | -0.2% |
| YTD | +14.5% | -22.5% | +37.0% | +17.9% |
| 1Y | +17.2% | -19.7% | +36.8% | +19.6% |
| 3Y | +79.3% | +81.2% | -1.9% | +48.0% |
| All | +96.2% | +74.1% | +22.1% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling