+343.1%
CCEP vs DD
+97.1%
+245.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +2.1% | +5.0% | -2.9% | +0.5% |
| 30D | +10.6% | +19.7% | -9.1% | +4.1% |
| 3M | +10.3% | +7.2% | +3.1% | +7.4% |
| 6M | +31.1% | +1.0% | +30.0% | +29.6% |
| YTD | +32.1% | +29.1% | +3.0% | +20.0% |
| 1Y | +32.8% | +28.5% | +4.3% | +20.7% |
| 3Y | +111.3% | +89.4% | +21.9% | +62.6% |
| 5Y | +147.5% | +67.1% | +80.4% | +95.5% |
| All | +343.1% | +97.1% | +245.9% | +180.2% |
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