+551.3%
CCEP vs CDW
+1,014.9%
-463.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.7% |
| 7D | +5.4% | +13.1% | -7.7% | +1.6% |
| 30D | +12.8% | +19.1% | -6.4% | +6.9% |
| 3M | +10.9% | +24.7% | -13.9% | +3.1% |
| 6M | +25.6% | +63.4% | -37.7% | +6.1% |
| YTD | +31.0% | +26.3% | +4.7% | +17.4% |
| 1Y | +32.3% | +20.6% | +11.7% | +20.2% |
| 3Y | +110.5% | -16.3% | +126.8% | +109.2% |
| 5Y | +141.8% | -3.9% | +145.7% | +123.3% |
| 10Y | +341.1% | +331.5% | +9.6% | +150.6% |
| All | +551.3% | +1,014.9% | -463.6% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling