+396.9%
CCEP vs TRU
+247.4%
+149.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 3M | +10.7% | +2.3% | +8.4% | +9.5% |
| 6M | +27.5% | +17.7% | +9.8% | +20.9% |
| YTD | +31.3% | -3.8% | +35.1% | +30.1% |
| 1Y | +29.9% | -0.3% | +30.2% | +27.3% |
| 3Y | +111.1% | +58.4% | +52.7% | +69.2% |
| 5Y | +142.3% | -24.0% | +166.3% | +142.2% |
| 10Y | +335.5% | +187.9% | +147.5% | +196.7% |
| All | +396.9% | +247.4% | +149.5% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling