+18.9%
CCEP vs TXG
+392.4%
-373.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.9% |
| 7D | -5.7% | +5.0% | -10.7% | -5.7% |
| 30D | -3.4% | +13.5% | -16.9% | -3.4% |
| 3M | +5.5% | +128.0% | -122.5% | +4.4% |
| 6M | +2.2% | +224.4% | -222.2% | +0.2% |
| YTD | +14.6% | +307.0% | -292.3% | +12.9% |
| 1Y | +18.9% | +427.2% | -408.3% | +17.3% |
| All | +18.9% | +392.4% | -373.5% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling