+17.2%
CCEP vs DGX
+32.7%
-15.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -4.0% | -1.2% | -2.9% | -3.8% |
| 3M | +5.2% | +15.8% | -10.6% | +2.4% |
| 6M | +2.7% | +18.2% | -15.5% | -0.7% |
| YTD | +14.5% | +37.2% | -22.7% | +9.3% |
| 1Y | +17.2% | +30.4% | -13.2% | +12.1% |
| All | +17.2% | +32.7% | -15.5% | +12.1% |
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