+345.8%
CCEP vs TRU
+238.0%
+107.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.9% | +2.8% | -1.5% |
| 7D | -3.1% | -6.8% | +3.7% | -1.3% |
| 30D | -2.6% | 0.0% | -2.6% | -2.7% |
| 3M | +14.9% | +13.3% | +1.6% | +10.7% |
| 6M | +2.3% | +3.4% | -1.2% | +0.4% |
| YTD | +17.8% | -6.4% | +24.2% | +18.0% |
| 1Y | +24.2% | -9.7% | +33.9% | +25.0% |
| 3Y | +84.7% | +0.1% | +84.6% | +70.8% |
| 5Y | +103.2% | -34.0% | +137.2% | +114.4% |
| 10Y | +257.4% | +147.9% | +109.5% | +153.8% |
| All | +345.8% | +238.0% | +107.8% | +205.6% |
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