+50.0%
TDG vs CCEP
+84.3%
-34.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.2% |
| 7D | -2.4% | -3.7% | +1.2% | -1.8% |
| 30D | -8.0% | -2.1% | -5.9% | -7.6% |
| 3M | -10.5% | +7.2% | -17.6% | -11.8% |
| 6M | -11.9% | +3.3% | -15.2% | -12.8% |
| YTD | -15.4% | +15.7% | -31.0% | -18.1% |
| 1Y | -14.2% | +16.6% | -30.8% | -17.2% |
| All | +50.0% | +84.3% | -34.2% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 3y: compounded portfolio wealth divided by compounded CCEP 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…
3y analysis · Full analysis span regression · 6 months rolling