+1,505.1%
CCEP vs DG
+606.1%
+899.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.3% |
| 7D | -3.1% | +8.4% | -11.5% | -4.1% |
| 30D | -2.6% | +4.9% | -7.5% | -3.3% |
| 3M | +14.9% | +29.3% | -14.4% | +10.8% |
| 6M | +2.3% | -11.3% | +13.5% | +3.5% |
| YTD | +17.8% | +1.8% | +16.1% | +17.0% |
| 1Y | +24.2% | +25.3% | -1.1% | +19.3% |
| 3Y | +84.7% | +9.1% | +75.6% | +76.5% |
| 5Y | +103.2% | -34.9% | +138.1% | +109.1% |
| 10Y | +257.4% | +108.2% | +149.2% | +203.1% |
| All | +1,505.1% | +606.1% | +899.0% | +1,021.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling