-85.4%
TTD vs CCEP
+148.1%
-233.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.4% |
| 7D | +5.2% | +2.6% | +2.6% | +3.8% |
| 30D | +6.9% | +15.1% | -8.2% | -0.2% |
| 3M | -26.8% | +7.3% | -34.1% | -29.4% |
| 6M | -46.1% | +23.4% | -69.6% | -51.4% |
| YTD | -65.9% | +29.4% | -95.3% | -70.6% |
| 1Y | -71.8% | +34.2% | -106.1% | -76.2% |
| 3Y | -83.3% | +108.4% | -191.7% | -90.6% |
| All | -85.4% | +148.1% | -233.5% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling