+148.3%
CCEP vs TXT
+8.5%
+139.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +10.6% | +13.3% | -2.8% | +6.6% |
| 3M | +10.3% | -5.0% | +15.3% | +11.5% |
| 6M | +31.1% | -8.4% | +39.5% | +33.4% |
| YTD | +32.1% | -4.0% | +36.1% | +32.1% |
| 1Y | +32.8% | +2.8% | +30.0% | +30.1% |
| 3Y | +111.3% | +10.3% | +101.1% | +94.8% |
| All | +148.3% | +8.5% | +139.8% | +128.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling