+142.3%
CCEP vs TD
+104.8%
+37.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +1.8% | -3.1% | +4.8% | +2.9% |
| 30D | +12.2% | +6.7% | +5.5% | +9.2% |
| 3M | +10.7% | +3.1% | +7.6% | +9.1% |
| 6M | +27.5% | +17.6% | +9.8% | +18.9% |
| YTD | +31.3% | +34.8% | -3.4% | +15.7% |
| 1Y | +29.9% | +55.6% | -25.7% | +7.8% |
| 3Y | +111.1% | +133.1% | -22.0% | +44.4% |
| 5Y | +142.3% | +104.7% | +37.7% | +76.6% |
| All | +142.3% | +104.8% | +37.5% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling