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  • CCEP vs TRI✓SelectedUSD · TRICCEP vs TRI performance historyLatest closeAs of-0.91%09/10
Stock and ETF performance explorer

CCEP vs TRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+230.4%
TRI return
+191.2%
Excess return
+39.2%
Maximum drawdown
-48.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioTRIExcessAlpha
1D-0.9%-1.3%+0.4%-0.5%
7D-5.7%-14.4%+8.6%-1.4%
30D-3.4%-8.1%+4.7%-1.3%
3M+5.5%+17.5%-12.0%-1.3%
6M+2.2%-5.0%+7.2%+1.4%
YTD+14.6%-24.7%+39.3%+23.8%
1Y+18.9%-41.5%+60.4%+43.7%
3Y+82.6%-20.3%+102.9%+86.0%
5Y+107.0%-10.9%+117.9%+95.2%
All+230.4%+191.2%+39.2%+89.0%

Cumulative growth

Daily Returns

Daily percentage return beside TRI.

Daily Out/Under-Performance

Portfolio return minus TRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…

10y analysis · Full analysis span regression · 6 months rolling