+103.4%
CCEP vs TPG
+85.9%
+17.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.1% | +1.1% |
| 7D | -1.0% | -2.9% | +1.9% | -0.6% |
| 30D | -1.6% | +5.0% | -6.6% | -2.3% |
| 3M | +11.9% | +24.9% | -13.0% | +8.6% |
| 6M | +7.5% | +21.1% | -13.6% | +4.4% |
| YTD | +18.7% | -17.3% | +36.0% | +21.3% |
| 1Y | +21.4% | -9.8% | +31.2% | +22.0% |
| 3Y | +89.1% | +95.4% | -6.3% | +54.5% |
| All | +103.4% | +85.9% | +17.6% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling