+107.0%
CCEP vs TDY
+34.3%
+72.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -5.7% | -1.9% | -3.9% | -5.3% |
| 30D | -3.4% | -12.5% | +9.1% | +0.2% |
| 3M | +5.5% | -0.8% | +6.3% | +5.3% |
| 6M | +2.2% | -9.0% | +11.2% | +4.4% |
| YTD | +14.6% | +16.8% | -2.2% | +7.8% |
| 1Y | +18.9% | +9.5% | +9.5% | +13.9% |
| 3Y | +82.6% | +45.4% | +37.2% | +54.8% |
| 5Y | +107.0% | +37.8% | +69.2% | +70.5% |
| All | +107.0% | +34.3% | +72.7% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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