+6,699.5%
CCEP vs TRMB
+3,381.2%
+3,318.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.0% |
| 7D | -3.1% | -2.5% | -0.5% | -2.8% |
| 30D | -2.6% | +1.5% | -4.1% | -2.8% |
| 3M | +14.9% | +6.8% | +8.2% | +14.1% |
| 6M | +2.3% | -14.9% | +17.2% | +3.7% |
| YTD | +17.8% | -24.1% | +41.9% | +20.7% |
| 1Y | +24.2% | -25.4% | +49.6% | +27.3% |
| 3Y | +84.7% | +8.0% | +76.7% | +80.7% |
| 5Y | +103.2% | -37.3% | +140.5% | +108.3% |
| 10Y | +257.4% | +116.8% | +140.6% | +225.6% |
| All | +6,699.5% | +3,381.2% | +3,318.4% | +5,178.2% |
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