+6,869.6%
CCEP vs TXT
+2,070.1%
+4,799.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -3.1% | -4.8% | +1.7% | -1.8% |
| 30D | -2.6% | -10.6% | +8.0% | +0.2% |
| 3M | +14.9% | -13.2% | +28.1% | +18.8% |
| 6M | +2.3% | -20.3% | +22.6% | +7.9% |
| YTD | +17.8% | -9.3% | +27.1% | +20.0% |
| 1Y | +24.2% | -2.7% | +26.9% | +24.0% |
| 3Y | +84.7% | +1.4% | +83.3% | +79.4% |
| 5Y | +103.2% | +9.6% | +93.6% | +91.6% |
| 10Y | +257.4% | +94.9% | +162.5% | +176.2% |
| All | +6,869.6% | +2,070.1% | +4,799.6% | +2,165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling