+110.5%
CCEP vs DBX
+23.9%
+86.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | +5.4% | -7.3% | +12.7% | +5.8% |
| 30D | +12.8% | -5.7% | +18.5% | +13.1% |
| 3M | +10.9% | -6.3% | +17.2% | +11.2% |
| 6M | +25.6% | +12.1% | +13.5% | +24.5% |
| YTD | +31.0% | +16.5% | +14.4% | +29.8% |
| 1Y | +32.3% | +6.1% | +26.2% | +31.8% |
| 3Y | +110.5% | +21.8% | +88.8% | +106.7% |
| All | +110.5% | +23.9% | +86.6% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling