+241.0%
CCEP vs DG
+105.6%
+135.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.8% | +1.2% |
| 7D | -1.0% | -2.5% | +1.5% | -0.7% |
| 30D | -1.6% | +1.0% | -2.6% | -1.8% |
| 3M | +11.9% | +20.3% | -8.5% | +9.2% |
| 6M | +7.5% | -11.7% | +19.2% | +8.7% |
| YTD | +18.7% | -2.3% | +21.1% | +18.5% |
| 1Y | +21.4% | +20.0% | +1.4% | +17.6% |
| 3Y | +89.1% | +7.2% | +81.9% | +81.4% |
| 5Y | +108.7% | -37.9% | +146.6% | +118.3% |
| 10Y | +241.0% | +107.3% | +133.7% | +217.9% |
| All | +241.0% | +105.6% | +135.3% | +217.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling