+108.4%
CCEP vs DAR
+11.9%
+96.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +2.6% | -9.9% | +12.5% | +3.2% |
| 30D | +15.1% | -16.4% | +31.5% | +16.4% |
| 3M | +7.3% | -17.1% | +24.3% | +8.3% |
| 6M | +23.4% | -20.5% | +43.9% | +24.9% |
| YTD | +29.4% | +39.4% | -10.0% | +24.1% |
| 1Y | +34.2% | +57.2% | -23.0% | +27.1% |
| 3Y | +108.4% | +13.9% | +94.5% | +100.9% |
| All | +108.4% | +11.9% | +96.5% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling