+272.8%
CCEP vs DBX
+15.6%
+257.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.1% | -3.3% | +5.4% | +2.5% |
| 30D | +10.6% | -5.9% | +16.5% | +11.5% |
| 3M | +10.3% | -6.7% | +17.0% | +11.2% |
| 6M | +31.1% | +28.0% | +3.1% | +25.9% |
| YTD | +32.1% | +20.6% | +11.5% | +27.5% |
| 1Y | +32.8% | +10.3% | +22.5% | +29.8% |
| 3Y | +111.3% | +24.0% | +87.3% | +98.7% |
| 5Y | +147.5% | +24.2% | +123.3% | +128.3% |
| All | +272.8% | +15.6% | +257.2% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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