+123.5%
CCEP vs TXG
+27.0%
+96.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.3% |
| 7D | -2.8% | +9.5% | -12.3% | -3.5% |
| 30D | -4.0% | +18.8% | -22.8% | -5.3% |
| 3M | +5.2% | +136.1% | -130.9% | -1.9% |
| 6M | +2.7% | +235.2% | -232.5% | -7.3% |
| YTD | +14.5% | +320.5% | -306.0% | +1.3% |
| 1Y | +17.2% | +425.2% | -408.0% | +1.0% |
| 3Y | +79.3% | +42.9% | +36.4% | +68.6% |
| 5Y | +106.8% | -62.8% | +169.6% | +103.6% |
| All | +123.5% | +27.0% | +96.5% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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