-83.3%
TTD vs CCEP
+109.7%
-193.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +5.2% | +2.6% | +2.6% | +5.2% |
| 30D | +6.9% | +15.1% | -8.2% | +7.1% |
| 3M | -26.8% | +7.3% | -34.1% | -26.9% |
| 6M | -46.1% | +23.4% | -69.6% | -45.3% |
| YTD | -65.9% | +29.4% | -95.3% | -65.4% |
| 1Y | -71.8% | +34.2% | -106.1% | -71.3% |
| 3Y | -83.3% | +108.4% | -191.7% | -82.4% |
| All | -83.3% | +109.7% | -193.0% | -82.4% |
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