+89.1%
CCEP vs DBX
+21.2%
+67.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.7% | +0.9% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | -1.6% | -2.9% | +1.3% | -1.4% |
| 3M | +11.9% | +23.8% | -12.0% | +10.3% |
| 6M | +7.5% | +26.2% | -18.8% | +5.8% |
| YTD | +18.7% | +21.6% | -2.9% | +17.3% |
| 1Y | +21.4% | +11.4% | +10.0% | +20.6% |
| 3Y | +89.1% | +21.3% | +67.8% | +80.6% |
| All | +89.1% | +21.2% | +67.9% | +80.6% |
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