+24,087.1%
TXN vs CCEP
+7,713.8%
+16,373.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.2% |
| 7D | +9.5% | +2.1% | +7.4% | +8.9% |
| 30D | +8.7% | +10.6% | -1.9% | +5.8% |
| 3M | +11.6% | +10.3% | +1.3% | +8.4% |
| 6M | +0.1% | +31.1% | -31.0% | -7.1% |
| YTD | +78.8% | +32.1% | +46.7% | +65.4% |
| 1Y | +91.2% | +32.8% | +58.4% | +76.6% |
| 3Y | +125.8% | +111.3% | +14.5% | +84.4% |
| 5Y | +83.8% | +147.5% | -63.7% | +43.3% |
| 10Y | +469.9% | +338.1% | +131.8% | +279.1% |
| All | +24,087.1% | +7,713.8% | +16,373.3% | +7,450.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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