+24.2%
CCEP vs DD
+41.5%
-17.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | -3.1% | -3.5% | +0.5% | -2.5% |
| 30D | -2.6% | -10.3% | +7.7% | -0.9% |
| 3M | +14.9% | -7.5% | +22.5% | +16.2% |
| 6M | +2.3% | -8.0% | +10.3% | +2.6% |
| YTD | +17.8% | +10.5% | +7.4% | +17.6% |
| 1Y | +24.2% | +38.3% | -14.1% | +24.4% |
| All | +24.2% | +41.5% | -17.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling