+857.2%
CCEP vs TRGP
+2,299.4%
-1,442.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +2.1% | +12.4% | -10.3% | +0.2% |
| 30D | +10.6% | +2.6% | +8.0% | +9.8% |
| 3M | +10.3% | +11.9% | -1.5% | +7.9% |
| 6M | +31.1% | +13.9% | +17.2% | +27.4% |
| YTD | +32.1% | +64.2% | -32.1% | +20.5% |
| 1Y | +32.8% | +78.5% | -45.7% | +19.4% |
| 3Y | +111.3% | +272.9% | -161.6% | +64.9% |
| 5Y | +147.5% | +510.7% | -363.2% | +74.9% |
| 10Y | +338.1% | +821.0% | -482.9% | +153.7% |
| All | +857.2% | +2,299.4% | -1,442.2% | +297.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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