+130.1%
CCEP vs TXG
+16.0%
+114.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | -3.1% | +1.8% | -4.9% | -3.2% |
| 30D | -2.6% | +32.0% | -34.6% | -4.8% |
| 3M | +14.9% | +87.0% | -72.1% | +9.0% |
| 6M | +2.3% | +180.1% | -177.8% | -6.4% |
| YTD | +17.8% | +284.1% | -266.3% | +4.9% |
| 1Y | +24.2% | +361.7% | -337.5% | +8.1% |
| 3Y | +84.7% | +15.9% | +68.8% | +76.9% |
| 5Y | +103.2% | -66.2% | +169.4% | +101.4% |
| All | +130.1% | +16.0% | +114.0% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling