+1,475.4%
CCEP vs TDY
+6,954.6%
-5,479.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -2.3% |
| 7D | -3.7% | -1.8% | -1.8% | -3.3% |
| 30D | -2.1% | -13.8% | +11.7% | +0.6% |
| 3M | +7.2% | -3.9% | +11.1% | +7.7% |
| 6M | +3.3% | -9.0% | +12.3% | +4.8% |
| YTD | +15.7% | +16.5% | -0.9% | +11.8% |
| 1Y | +16.6% | +9.3% | +7.3% | +13.9% |
| 3Y | +84.3% | +45.1% | +39.2% | +69.6% |
| 5Y | +109.0% | +35.0% | +74.0% | +94.0% |
| 10Y | +238.1% | +469.0% | -230.9% | +149.0% |
| All | +1,475.4% | +6,954.6% | -5,479.1% | +834.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling