-42.7%
TTD vs CCEP
+1.4%
-44.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.8% |
| 7D | +6.3% | -3.1% | +9.4% | +6.9% |
| 30D | -23.9% | -2.6% | -21.3% | -23.6% |
| 3M | -31.4% | +14.9% | -46.3% | -28.8% |
| 6M | -42.7% | +2.3% | -44.9% | -46.5% |
| All | -42.7% | +1.4% | -44.1% | -46.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling