+13,805.5%
TDG vs CCEP
+1,798.9%
+12,006.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | +1.7% | +2.1% | -0.4% | +0.8% |
| 30D | +9.7% | +10.6% | -0.9% | +4.9% |
| 3M | -2.3% | +10.3% | -12.6% | -6.7% |
| 6M | +1.3% | +31.1% | -29.8% | -10.5% |
| YTD | -8.5% | +32.1% | -40.6% | -19.9% |
| 1Y | -8.1% | +32.8% | -41.0% | -19.9% |
| 3Y | +43.4% | +111.3% | -67.9% | -0.1% |
| 5Y | +127.8% | +147.5% | -19.7% | +46.2% |
| 10Y | +554.4% | +338.1% | +216.3% | +227.0% |
| All | +13,805.5% | +1,798.9% | +12,006.6% | +3,416.6% |
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