+12,981.4%
TDG vs CCEP
+1,606.4%
+11,375.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | -0.9% | -1.0% | +0.1% | -0.5% |
| 30D | -6.5% | -1.6% | -4.9% | -6.0% |
| 3M | -5.1% | +11.9% | -16.9% | -9.9% |
| 6M | -11.5% | +7.5% | -19.0% | -14.8% |
| YTD | -13.9% | +18.7% | -32.6% | -20.9% |
| 1Y | -11.5% | +21.4% | -32.9% | -19.7% |
| 3Y | +53.7% | +89.1% | -35.5% | +12.3% |
| 5Y | +135.5% | +108.7% | +26.8% | +62.8% |
| 10Y | +535.2% | +241.0% | +294.2% | +250.6% |
| All | +12,981.4% | +1,606.4% | +11,375.0% | +3,371.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling