+241.0%
CCEP vs DAR
+367.0%
-126.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.1% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | -1.6% | +13.0% | -14.6% | -4.6% |
| 3M | +11.9% | +15.0% | -3.1% | +7.7% |
| 6M | +7.5% | +26.8% | -19.4% | +0.5% |
| YTD | +18.7% | +86.4% | -67.7% | +0.9% |
| 1Y | +21.4% | +115.1% | -93.7% | -1.2% |
| 3Y | +89.1% | +14.6% | +74.5% | +75.1% |
| 5Y | +108.7% | -8.8% | +117.5% | +98.8% |
| 10Y | +241.0% | +356.5% | -115.6% | +98.7% |
| All | +241.0% | +367.0% | -126.0% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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