+1,662.5%
CCEP vs DG
+612.5%
+1,050.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.6% |
| 7D | +2.6% | +1.1% | +1.5% | +2.4% |
| 30D | +15.1% | +9.5% | +5.6% | +13.7% |
| 3M | +7.3% | +5.5% | +1.8% | +6.4% |
| 6M | +23.4% | +16.1% | +7.3% | +20.5% |
| YTD | +29.4% | +2.7% | +26.7% | +28.2% |
| 1Y | +34.2% | +42.1% | -7.8% | +26.8% |
| 3Y | +108.4% | +19.3% | +89.1% | +96.3% |
| 5Y | +147.3% | -35.3% | +182.6% | +154.7% |
| 10Y | +301.3% | +123.9% | +177.4% | +236.3% |
| All | +1,662.5% | +612.5% | +1,050.0% | +1,129.4% |
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