+144.1%
CCEP vs CDW
-2.4%
+146.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.3% | +9.1% | -9.4% | -1.6% |
| 30D | +11.0% | +13.7% | -2.7% | +8.6% |
| 3M | +9.2% | +27.0% | -17.8% | +4.7% |
| 6M | +27.2% | +75.9% | -48.7% | +13.6% |
| YTD | +30.3% | +28.9% | +1.4% | +22.3% |
| 1Y | +28.7% | +19.6% | +9.1% | +23.0% |
| 3Y | +109.4% | -14.6% | +124.0% | +112.5% |
| 5Y | +144.1% | -3.2% | +147.2% | +119.7% |
| All | +144.1% | -2.4% | +146.5% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling