+36.8%
CCEP vs TXT
+9.2%
+27.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.1% |
| 7D | +4.2% | +10.6% | -6.4% | +2.2% |
| 30D | +14.2% | +14.4% | -0.2% | +11.2% |
| 3M | +9.1% | -2.7% | +11.9% | +9.7% |
| 6M | +26.9% | -4.7% | +31.5% | +27.4% |
| YTD | +29.1% | -0.5% | +29.6% | +27.6% |
| 1Y | +36.8% | +8.7% | +28.0% | +29.3% |
| All | +36.8% | +9.2% | +27.6% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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