+241.0%
CCEP vs TXT
+98.4%
+142.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.6% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -1.6% | -11.1% | +9.5% | +2.2% |
| 3M | +11.9% | -13.0% | +24.8% | +16.6% |
| 6M | +7.5% | -16.2% | +23.7% | +13.2% |
| YTD | +18.7% | -8.7% | +27.4% | +21.2% |
| 1Y | +21.4% | -3.8% | +25.2% | +21.4% |
| 3Y | +89.1% | +5.5% | +83.6% | +78.3% |
| 5Y | +108.7% | +12.3% | +96.4% | +88.9% |
| 10Y | +241.0% | +97.4% | +143.6% | +137.3% |
| All | +241.0% | +98.4% | +142.5% | +137.3% |
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 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