+7,533.9%
CCEP vs DOC
+2,934.4%
+4,599.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.0% |
| 7D | +4.2% | +8.7% | -4.5% | +2.0% |
| 30D | +14.2% | +7.6% | +6.5% | +11.9% |
| 3M | +9.1% | -5.3% | +14.4% | +10.6% |
| 6M | +26.9% | +27.6% | -0.7% | +18.3% |
| YTD | +29.1% | +32.4% | -3.3% | +19.0% |
| 1Y | +36.8% | +22.9% | +13.9% | +28.5% |
| 3Y | +108.5% | +43.1% | +65.4% | +85.6% |
| 5Y | +155.8% | -21.4% | +177.2% | +164.4% |
| 10Y | +300.3% | +16.8% | +283.5% | +269.2% |
| All | +7,533.9% | +2,934.4% | +4,599.5% | +3,351.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling