+341.1%
CCEP vs DD
+100.9%
+240.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.3% |
| 7D | +5.4% | +2.2% | +3.1% | +4.5% |
| 30D | +12.8% | +20.7% | -7.9% | +5.9% |
| 3M | +10.9% | +11.3% | -0.5% | +6.7% |
| 6M | +25.6% | +6.0% | +19.7% | +22.3% |
| YTD | +31.0% | +31.7% | -0.7% | +18.2% |
| 1Y | +32.3% | +32.2% | 0.0% | +19.1% |
| 3Y | +110.5% | +92.7% | +17.8% | +61.2% |
| 5Y | +141.8% | +72.1% | +69.7% | +89.3% |
| 10Y | +341.1% | +99.7% | +241.5% | +180.6% |
| All | +341.1% | +100.9% | +240.2% | +180.6% |
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