+302.3%
CCEP vs CDW
+325.6%
-23.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.8% | -3.7% | -0.1% |
| 7D | +1.7% | +9.3% | -7.7% | -1.0% |
| 30D | +12.7% | +15.8% | -3.1% | +7.8% |
| 3M | +8.5% | +21.8% | -13.3% | +1.7% |
| 6M | +25.6% | +58.8% | -33.2% | +7.0% |
| YTD | +30.9% | +22.8% | +8.1% | +18.5% |
| 1Y | +32.0% | +17.9% | +14.1% | +20.9% |
| 3Y | +110.9% | -17.4% | +128.4% | +110.6% |
| 5Y | +138.5% | -5.7% | +144.2% | +120.4% |
| 10Y | +302.3% | +319.5% | -17.2% | +173.4% |
| All | +302.3% | +325.6% | -23.3% | +173.4% |
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