+238.1%
CCEP vs TD
+295.5%
-57.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -1.9% |
| 7D | -3.7% | -1.9% | -1.8% | -2.6% |
| 30D | -2.1% | -1.6% | -0.5% | -1.3% |
| 3M | +7.2% | +4.6% | +2.6% | +4.1% |
| 6M | +3.3% | +26.8% | -23.5% | -10.2% |
| YTD | +15.7% | +28.3% | -12.6% | -0.3% |
| 1Y | +16.6% | +60.4% | -43.9% | -11.9% |
| 3Y | +84.3% | +125.7% | -41.5% | +10.9% |
| 5Y | +109.0% | +122.4% | -13.3% | +24.8% |
| 10Y | +238.1% | +297.1% | -58.9% | +46.5% |
| All | +238.1% | +295.5% | -57.3% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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