+302.3%
CCEP vs DAR
+288.2%
+14.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +0.1% |
| 7D | +1.7% | -2.8% | +4.4% | +2.2% |
| 30D | +12.7% | -12.8% | +25.5% | +16.0% |
| 3M | +8.5% | -11.6% | +20.1% | +10.8% |
| 6M | +25.6% | -16.8% | +42.3% | +29.6% |
| YTD | +30.9% | +45.9% | -15.0% | +17.3% |
| 1Y | +32.0% | +61.5% | -29.5% | +15.0% |
| 3Y | +110.9% | +23.0% | +88.0% | +88.0% |
| 5Y | +138.5% | -35.8% | +174.3% | +148.6% |
| 10Y | +302.3% | +280.4% | +21.9% | +141.6% |
| All | +302.3% | +288.2% | +14.1% | +141.6% |
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