+2,357.6%
CCEP vs DGX
+8,631.6%
-6,273.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -5.7% | -3.5% | -2.3% | -5.0% |
| 30D | -3.4% | -2.7% | -0.7% | -2.9% |
| 3M | +5.5% | +13.9% | -8.4% | +2.4% |
| 6M | +2.2% | +16.0% | -13.8% | -1.3% |
| YTD | +14.6% | +34.9% | -20.3% | +6.9% |
| 1Y | +18.9% | +30.6% | -11.6% | +11.6% |
| 3Y | +82.6% | +93.0% | -10.4% | +56.3% |
| 5Y | +107.0% | +64.4% | +42.6% | +82.4% |
| 10Y | +235.1% | +248.1% | -13.0% | +148.8% |
| All | +2,357.6% | +8,631.6% | -6,273.9% | +1,184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling