+108.7%
CCEP vs TRU
-35.2%
+143.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.2% |
| 7D | -1.0% | -7.2% | +6.2% | +0.2% |
| 30D | -1.6% | -2.8% | +1.2% | -1.2% |
| 3M | +11.9% | +13.0% | -1.2% | +9.4% |
| 6M | +7.5% | +0.7% | +6.8% | +6.7% |
| YTD | +18.7% | -9.0% | +27.7% | +19.5% |
| 1Y | +21.4% | -16.3% | +37.7% | +23.6% |
| 3Y | +89.1% | -1.1% | +90.2% | +82.8% |
| 5Y | +108.7% | -36.0% | +144.7% | +125.4% |
| All | +108.7% | -35.2% | +143.9% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling