+302.3%
CCEP vs TXT
+115.3%
+187.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.1% | +0.4% |
| 7D | +1.7% | -3.5% | +5.2% | +2.8% |
| 30D | +12.7% | +15.2% | -2.5% | +7.2% |
| 3M | +8.5% | -4.5% | +13.0% | +9.7% |
| 6M | +25.6% | -6.1% | +31.7% | +27.1% |
| YTD | +30.9% | -2.0% | +32.9% | +30.0% |
| 1Y | +32.0% | +4.2% | +27.7% | +28.3% |
| 3Y | +110.9% | +14.4% | +96.5% | +92.9% |
| 5Y | +138.5% | +12.3% | +126.1% | +115.4% |
| 10Y | +302.3% | +101.8% | +200.5% | +195.8% |
| All | +302.3% | +115.3% | +187.0% | +195.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling