+365.8%
TTD vs CCEP
+254.7%
+111.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.2% |
| 7D | +1.7% | -1.0% | +2.7% | +2.2% |
| 30D | +1.6% | -1.6% | +3.2% | +2.3% |
| 3M | -27.8% | +11.9% | -39.7% | -31.0% |
| 6M | -52.1% | +7.5% | -59.6% | -53.7% |
| YTD | -63.1% | +18.7% | -81.8% | -66.1% |
| 1Y | -73.1% | +21.4% | -94.5% | -75.5% |
| 3Y | -83.3% | +89.1% | -172.4% | -88.2% |
| 5Y | -80.6% | +108.7% | -189.3% | -87.1% |
| All | +365.8% | +254.7% | +111.1% | +178.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling