+32.2%
CCEP vs DRI
+32.5%
-0.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | +1.7% | +3.1% | -1.5% | +1.0% |
| 30D | +12.7% | +16.2% | -3.5% | +9.7% |
| 3M | +8.5% | +8.4% | +0.1% | +6.7% |
| 6M | +25.6% | +19.0% | +6.6% | +21.3% |
| YTD | +30.9% | +28.8% | +2.1% | +27.7% |
| All | +32.2% | +32.5% | -0.3% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling