+107.8%
CCEP vs DOC
+43.5%
+64.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.1% |
| 7D | +4.2% | +8.7% | -4.5% | +2.2% |
| 30D | +14.2% | +7.6% | +6.5% | +12.2% |
| 3M | +9.1% | -5.3% | +14.4% | +10.3% |
| 6M | +26.9% | +27.6% | -0.7% | +20.2% |
| YTD | +29.1% | +32.4% | -3.3% | +21.3% |
| 1Y | +36.8% | +22.9% | +13.9% | +30.6% |
| All | +107.8% | +43.5% | +64.3% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling