+1,529.9%
CCEP vs DKS
+6,292.4%
-4,762.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -3.1% | +3.0% | -6.1% | -3.6% |
| 30D | -2.6% | -30.5% | +27.9% | +2.3% |
| 3M | +14.9% | -35.7% | +50.6% | +22.2% |
| 6M | +2.3% | -29.7% | +31.9% | +6.7% |
| YTD | +17.8% | -28.9% | +46.7% | +22.6% |
| 1Y | +24.2% | -35.9% | +60.1% | +31.0% |
| 3Y | +84.7% | +28.2% | +56.6% | +65.3% |
| 5Y | +103.2% | +11.8% | +91.4% | +79.1% |
| 10Y | +257.4% | +211.6% | +45.8% | +134.0% |
| All | +1,529.9% | +6,292.4% | -4,762.6% | +508.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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