+126.1%
TDG vs CCEP
+105.7%
+20.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -2.7% | -5.7% | +3.1% | -0.3% |
| 30D | -9.3% | -3.4% | -5.9% | -8.0% |
| 3M | -7.1% | +5.5% | -12.6% | -9.5% |
| 6M | -11.2% | +2.2% | -13.4% | -12.5% |
| YTD | -15.3% | +14.6% | -29.9% | -21.0% |
| 1Y | -12.5% | +18.9% | -31.4% | -19.9% |
| 3Y | +51.2% | +82.6% | -31.4% | +7.7% |
| 5Y | +126.1% | +107.0% | +19.2% | +41.3% |
| All | +126.1% | +105.7% | +20.5% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling