+36.8%
CCEP vs DGX
+45.0%
-8.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.3% | +3.1% |
| 7D | +4.2% | +4.1% | +0.2% | +3.4% |
| 30D | +14.2% | +10.5% | +3.7% | +12.1% |
| 3M | +9.1% | +9.8% | -0.7% | +7.0% |
| 6M | +26.9% | +34.6% | -7.7% | +19.7% |
| YTD | +29.1% | +49.8% | -20.7% | +21.6% |
| 1Y | +36.8% | +46.0% | -9.3% | +29.3% |
| All | +36.8% | +45.0% | -8.2% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling