+753.8%
CCEP vs TRGP
+2,231.3%
-1,477.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.9% |
| 7D | -3.1% | +0.8% | -3.8% | -3.2% |
| 30D | -2.6% | +11.5% | -14.1% | -4.4% |
| 3M | +14.9% | +9.0% | +5.9% | +13.0% |
| 6M | +2.3% | +20.5% | -18.2% | -1.4% |
| YTD | +17.8% | +59.5% | -41.7% | +8.3% |
| 1Y | +24.2% | +77.9% | -53.7% | +11.8% |
| 3Y | +84.7% | +253.6% | -168.9% | +45.7% |
| 5Y | +103.2% | +615.5% | -512.3% | +40.1% |
| 10Y | +257.4% | +897.1% | -639.7% | +105.2% |
| All | +753.8% | +2,231.3% | -1,477.5% | +257.6% |
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