+148.2%
CCEP vs DD
+58.5%
+89.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | +2.6% | +4.6% | -2.0% | +1.1% |
| 30D | +15.1% | +11.8% | +3.4% | +11.4% |
| 3M | +7.3% | +2.2% | +5.1% | +6.3% |
| 6M | +23.4% | -1.6% | +25.1% | +23.2% |
| YTD | +29.4% | +23.0% | +6.4% | +20.8% |
| 1Y | +34.2% | +26.9% | +7.3% | +24.1% |
| 3Y | +108.4% | +77.9% | +30.5% | +67.0% |
| All | +148.2% | +58.5% | +89.7% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling