+23.4%
CCEP vs DD
-0.8%
+24.2%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -0.9% |
| 7D | +2.6% | +4.6% | -2.0% | +2.4% |
| 30D | +15.1% | +11.8% | +3.4% | +14.2% |
| 3M | +7.3% | +2.2% | +5.1% | +7.6% |
| 6M | +23.4% | -1.6% | +25.1% | +23.0% |
| All | +23.4% | -0.8% | +24.2% | +23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling