+7,366.2%
CCEP vs TRMB
+3,067.4%
+4,298.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +2.6% | -16.7% | +19.2% | +4.2% |
| 30D | +15.1% | -9.9% | +25.0% | +16.0% |
| 3M | +7.3% | -7.6% | +14.9% | +7.8% |
| 6M | +23.4% | -14.7% | +38.1% | +24.8% |
| YTD | +29.4% | -30.9% | +60.3% | +33.4% |
| 1Y | +34.2% | -31.3% | +65.6% | +38.4% |
| 3Y | +108.4% | +29.4% | +78.9% | +99.8% |
| 5Y | +147.3% | -37.4% | +184.6% | +152.9% |
| 10Y | +301.3% | +109.2% | +192.2% | +266.6% |
| All | +7,366.2% | +3,067.4% | +4,298.8% | +5,733.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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