+142.3%
CCEP vs TRU
-25.4%
+167.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +12.2% | +24.3% | -12.1% | +8.0% |
| 3M | +10.7% | +2.3% | +8.4% | +9.9% |
| 6M | +27.5% | +17.7% | +9.8% | +23.4% |
| YTD | +31.3% | -3.8% | +35.1% | +30.6% |
| 1Y | +29.9% | -0.3% | +30.2% | +28.3% |
| 3Y | +111.1% | +58.4% | +52.7% | +83.2% |
| 5Y | +142.3% | -24.0% | +166.3% | +154.5% |
| All | +142.3% | -25.4% | +167.7% | +154.5% |
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