+144.1%
CCEP vs TXG
-64.9%
+209.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.5% |
| 7D | -0.3% | +1.8% | -2.1% | -0.5% |
| 30D | +11.0% | -17.7% | +28.6% | +11.8% |
| 3M | +9.2% | +2.3% | +6.9% | +7.9% |
| 6M | +27.2% | +182.5% | -155.3% | +15.3% |
| YTD | +30.3% | +262.4% | -232.1% | +15.0% |
| 1Y | +28.7% | +254.1% | -225.4% | +13.5% |
| 3Y | +109.4% | +66.6% | +42.8% | +92.9% |
| 5Y | +144.1% | -64.5% | +208.6% | +126.5% |
| All | +144.1% | -64.9% | +209.0% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling