+2,919.8%
CCEP vs TD
+8,109.5%
-5,189.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +1.8% | -3.1% | +4.8% | +3.0% |
| 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% | +15.9% |
| 1Y | +29.9% | +55.6% | -25.7% | +8.0% |
| 3Y | +111.1% | +133.1% | -22.0% | +47.2% |
| 5Y | +142.3% | +104.7% | +37.7% | +77.1% |
| 10Y | +335.5% | +303.6% | +31.9% | +144.0% |
| All | +2,919.8% | +8,109.5% | -5,189.8% | +712.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling