+341.1%
CCEP vs DG
+119.6%
+221.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +5.4% | +5.2% | +0.2% | +4.6% |
| 30D | +12.8% | +7.9% | +4.8% | +11.6% |
| 3M | +10.9% | +12.7% | -1.9% | +9.0% |
| 6M | +25.6% | +22.4% | +3.2% | +22.0% |
| YTD | +31.0% | +5.4% | +25.6% | +29.3% |
| 1Y | +32.3% | +39.4% | -7.1% | +25.6% |
| 3Y | +110.5% | +24.1% | +86.4% | +97.4% |
| 5Y | +141.8% | -32.2% | +174.0% | +150.1% |
| 10Y | +341.1% | +111.8% | +229.3% | +293.3% |
| All | +341.1% | +119.6% | +221.6% | +293.3% |
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