+2,609.5%
CCEP vs TD
+7,879.0%
-5,269.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.6% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -2.6% | +0.4% | -3.0% | -2.8% |
| 3M | +14.9% | +7.6% | +7.3% | +11.4% |
| 6M | +2.3% | +25.0% | -22.7% | -6.7% |
| YTD | +17.8% | +31.0% | -13.2% | +5.3% |
| 1Y | +24.2% | +65.2% | -41.0% | +0.9% |
| 3Y | +84.7% | +122.5% | -37.8% | +31.3% |
| 5Y | +103.2% | +124.8% | -21.6% | +43.1% |
| 10Y | +257.4% | +298.2% | -40.9% | +101.6% |
| All | +2,609.5% | +7,879.0% | -5,269.5% | +638.9% |
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