+241.0%
CCEP vs DRI
+350.3%
-109.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.3% |
| 7D | -1.0% | -1.2% | +0.2% | -0.6% |
| 30D | -1.6% | -0.4% | -1.2% | -1.6% |
| 3M | +11.9% | +9.5% | +2.4% | +8.5% |
| 6M | +7.5% | +6.5% | +1.0% | +4.9% |
| YTD | +18.7% | +18.4% | +0.3% | +11.8% |
| 1Y | +21.4% | +4.2% | +17.2% | +18.5% |
| 3Y | +89.1% | +57.1% | +32.0% | +58.4% |
| 5Y | +108.7% | +70.4% | +38.3% | +67.6% |
| 10Y | +241.0% | +354.0% | -113.1% | +127.0% |
| All | +241.0% | +350.3% | -109.3% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling