+238.1%
CCEP vs DD
+64.9%
+173.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.7% |
| 7D | -3.7% | -3.8% | +0.1% | -2.5% |
| 30D | -2.1% | -9.2% | +7.1% | +0.9% |
| 3M | +7.2% | -9.0% | +16.2% | +10.1% |
| 6M | +3.3% | -5.0% | +8.2% | +4.3% |
| YTD | +15.7% | +7.4% | +8.3% | +11.9% |
| 1Y | +16.6% | +35.1% | -18.6% | +4.0% |
| 3Y | +84.3% | +43.2% | +41.1% | +56.2% |
| 5Y | +109.0% | +59.6% | +49.4% | +67.2% |
| 10Y | +238.1% | +66.5% | +171.6% | +128.7% |
| All | +238.1% | +64.9% | +173.2% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling