+7,642.7%
CCEP vs DD
+1,151.9%
+6,490.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.9% | -4.7% | -0.5% |
| 7D | +1.7% | +9.8% | -8.1% | -1.3% |
| 30D | +12.7% | +19.3% | -6.6% | +6.9% |
| 3M | +8.5% | +9.4% | -0.9% | +5.3% |
| 6M | +25.6% | +4.8% | +20.8% | +23.0% |
| YTD | +30.9% | +30.2% | +0.7% | +20.1% |
| 1Y | +32.0% | +32.2% | -0.3% | +20.5% |
| 3Y | +110.9% | +93.1% | +17.8% | +68.4% |
| 5Y | +138.5% | +68.0% | +70.5% | +95.9% |
| 10Y | +302.3% | +98.5% | +203.8% | +198.0% |
| All | +7,642.7% | +1,151.9% | +6,490.7% | +2,561.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling