-83.3%
TTD vs CCEP
+89.4%
-172.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -2.9% |
| 7D | +1.7% | -1.0% | +2.7% | +1.8% |
| 30D | +1.6% | -1.6% | +3.2% | +1.6% |
| 3M | -27.8% | +11.9% | -39.7% | -27.3% |
| 6M | -52.1% | +7.5% | -59.6% | -51.8% |
| YTD | -63.1% | +18.7% | -81.8% | -62.9% |
| 1Y | -73.1% | +21.4% | -94.5% | -72.9% |
| 3Y | -83.3% | +89.1% | -172.4% | -85.5% |
| All | -83.3% | +89.4% | -172.7% | -85.5% |
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