+107.2%
CCEP vs DG
-35.0%
+142.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.2% |
| 7D | -3.1% | +8.4% | -11.5% | -3.8% |
| 30D | -2.6% | +4.9% | -7.5% | -3.1% |
| 3M | +14.9% | +29.3% | -14.4% | +12.1% |
| 6M | +2.3% | -11.3% | +13.5% | +2.9% |
| YTD | +17.8% | +1.8% | +16.1% | +17.1% |
| 1Y | +24.2% | +25.3% | -1.1% | +20.8% |
| 3Y | +84.7% | +9.1% | +75.6% | +78.9% |
| All | +107.2% | -35.0% | +142.2% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling