+155.8%
CCEP vs DOC
-22.8%
+178.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.0% |
| 7D | +4.2% | +8.7% | -4.5% | +1.8% |
| 30D | +14.2% | +7.6% | +6.5% | +11.8% |
| 3M | +9.1% | -5.3% | +14.4% | +10.7% |
| 6M | +26.9% | +27.6% | -0.7% | +18.2% |
| YTD | +29.1% | +32.4% | -3.3% | +18.8% |
| 1Y | +36.8% | +22.9% | +13.9% | +28.6% |
| 3Y | +108.5% | +43.1% | +65.4% | +84.6% |
| 5Y | +155.8% | -21.4% | +177.2% | +186.0% |
| All | +155.8% | -22.8% | +178.6% | +186.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling