+246.8%
CCEP vs CDW
+285.0%
-38.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.8% |
| 7D | -3.1% | +3.2% | -6.2% | -3.9% |
| 30D | -2.6% | +9.3% | -11.9% | -5.3% |
| 3M | +14.9% | +9.8% | +5.1% | +10.7% |
| 6M | +2.3% | +23.3% | -21.1% | -6.9% |
| YTD | +17.8% | +13.7% | +4.2% | +9.7% |
| 1Y | +24.2% | -6.5% | +30.7% | +22.9% |
| 3Y | +84.7% | -25.2% | +110.0% | +91.4% |
| 5Y | +103.2% | -19.5% | +122.7% | +99.4% |
| All | +246.8% | +285.0% | -38.3% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling