+29.9%
CCEP vs DRI
+36.0%
-6.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | +12.2% | +14.7% | -2.5% | +9.4% |
| 3M | +10.7% | +5.4% | +5.2% | +9.3% |
| 6M | +27.5% | +18.8% | +8.6% | +23.1% |
| YTD | +31.3% | +28.4% | +3.0% | +27.5% |
| 1Y | +29.9% | +37.7% | -7.8% | +24.1% |
| All | +29.9% | +36.0% | -6.1% | +24.1% |
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