+396.0%
TTD vs CCEP
+291.1%
+104.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.2% | +14.3% | +15.0% |
| 7D | +19.0% | +1.7% | +17.3% | +18.1% |
| 30D | +23.6% | +12.7% | +10.9% | +17.4% |
| 3M | +8.2% | +8.5% | -0.3% | +4.4% |
| 6M | -35.3% | +25.6% | -60.9% | -41.3% |
| YTD | -60.7% | +30.9% | -91.6% | -65.4% |
| 1Y | -65.3% | +32.0% | -97.2% | -69.5% |
| 3Y | -80.6% | +110.9% | -191.5% | -86.9% |
| 5Y | -84.6% | +138.5% | -223.1% | -90.3% |
| 10Y | +550.5% | +302.3% | +248.2% | +256.0% |
| All | +396.0% | +291.1% | +104.9% | +183.8% |
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