+226.4%
CCEP vs DBX
+19.3%
+207.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -2.9% |
| 7D | -3.7% | +0.3% | -3.9% | -3.7% |
| 30D | -2.1% | 0.0% | -2.1% | -2.2% |
| 3M | +7.2% | +26.1% | -18.9% | +3.5% |
| 6M | +3.3% | +29.4% | -26.1% | -1.1% |
| YTD | +15.7% | +24.4% | -8.7% | +11.3% |
| 1Y | +16.6% | +10.9% | +5.7% | +13.9% |
| 3Y | +84.3% | +24.1% | +60.2% | +73.6% |
| 5Y | +109.0% | +7.8% | +101.3% | +96.1% |
| All | +226.4% | +19.3% | +207.2% | +181.2% |
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