+36.8%
CCEP vs DG
+45.3%
-8.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.5% | -4.7% | +2.4% |
| 7D | +4.2% | +12.3% | -8.0% | +2.3% |
| 30D | +14.2% | +19.3% | -5.1% | +11.4% |
| 3M | +9.1% | +11.9% | -2.7% | +7.2% |
| 6M | +26.9% | +25.0% | +1.9% | +23.1% |
| YTD | +29.1% | +8.7% | +20.4% | +25.9% |
| 1Y | +36.8% | +44.7% | -7.9% | +29.5% |
| All | +36.8% | +45.3% | -8.5% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling