+848.9%
CCEP vs TRGP
+2,170.2%
-1,321.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | -0.4% |
| 7D | +5.4% | -5.8% | +11.1% | +6.3% |
| 30D | +12.8% | -1.5% | +14.2% | +12.7% |
| 3M | +10.9% | +6.1% | +4.8% | +9.4% |
| 6M | +25.6% | +14.4% | +11.3% | +22.0% |
| YTD | +31.0% | +55.3% | -24.4% | +20.6% |
| 1Y | +32.3% | +69.1% | -36.9% | +19.9% |
| 3Y | +110.5% | +254.3% | -143.8% | +65.6% |
| 5Y | +141.8% | +471.4% | -329.6% | +72.7% |
| 10Y | +341.1% | +773.0% | -431.9% | +157.7% |
| All | +848.9% | +2,170.2% | -1,321.3% | +297.9% |
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