+111.3%
CCEP vs TD
+132.8%
-21.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.1% | +1.1% | +1.0% | +1.8% |
| 30D | +10.6% | +5.2% | +5.4% | +9.2% |
| 3M | +10.3% | +1.2% | +9.1% | +9.8% |
| 6M | +31.1% | +17.7% | +13.3% | +25.8% |
| YTD | +32.1% | +34.2% | -2.1% | +23.0% |
| 1Y | +32.8% | +55.4% | -22.6% | +19.8% |
| 3Y | +111.3% | +130.4% | -19.1% | +74.7% |
| All | +111.3% | +132.8% | -21.5% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling