+85.8%
CCEP vs CDW
-25.3%
+111.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.1% |
| 7D | -3.1% | +3.2% | -6.2% | -3.1% |
| 30D | -2.6% | +9.3% | -11.9% | -2.8% |
| 3M | +14.9% | +9.8% | +5.1% | +14.5% |
| 6M | +2.3% | +23.3% | -21.1% | +1.0% |
| YTD | +17.8% | +13.7% | +4.2% | +16.9% |
| 1Y | +24.2% | -6.5% | +30.7% | +25.0% |
| All | +85.8% | -25.3% | +111.1% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling