+343.1%
CCEP vs TROW
+122.3%
+220.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +2.1% | +0.5% | +1.6% | +1.9% |
| 30D | +10.6% | +9.3% | +1.2% | +7.2% |
| 3M | +10.3% | -0.9% | +11.2% | +10.4% |
| 6M | +31.1% | +8.3% | +22.7% | +27.1% |
| YTD | +32.1% | +10.6% | +21.5% | +26.4% |
| 1Y | +32.8% | +10.5% | +22.3% | +27.0% |
| 3Y | +111.3% | +36.5% | +74.8% | +81.5% |
| 5Y | +147.5% | -37.1% | +184.6% | +180.6% |
| All | +343.1% | +122.3% | +220.8% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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