+379.4%
TTD vs CCEP
+252.0%
+127.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.1% |
| 7D | +6.3% | -3.1% | +9.4% | +7.8% |
| 30D | -23.9% | -2.6% | -21.3% | -23.0% |
| 3M | -31.4% | +14.9% | -46.3% | -35.2% |
| 6M | -42.7% | +2.3% | -44.9% | -43.5% |
| YTD | -62.0% | +17.8% | -79.8% | -65.0% |
| 1Y | -72.2% | +24.2% | -96.4% | -75.0% |
| 3Y | -81.9% | +84.7% | -166.7% | -87.1% |
| 5Y | -81.5% | +103.2% | -184.7% | -87.5% |
| All | +379.4% | +252.0% | +127.4% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling