+7,553.0%
CCEP vs TXT
+2,193.3%
+5,359.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | +2.6% | -2.5% | +5.1% | +3.2% |
| 30D | +15.1% | +14.4% | +0.7% | +11.0% |
| 3M | +7.3% | -4.9% | +12.2% | +8.3% |
| 6M | +23.4% | -10.2% | +33.6% | +26.1% |
| YTD | +29.4% | -4.1% | +33.5% | +29.6% |
| 1Y | +34.2% | +4.0% | +30.3% | +31.6% |
| 3Y | +108.4% | +8.0% | +100.4% | +98.7% |
| 5Y | +147.3% | +8.4% | +138.8% | +133.2% |
| 10Y | +301.3% | +116.6% | +184.7% | +201.5% |
| All | +7,553.0% | +2,193.3% | +5,359.7% | +2,345.9% |
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