+5,468.8%
CCEP vs DRI
+7,978.2%
-2,509.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +2.6% | +2.8% | -0.2% | +1.9% |
| 30D | +15.1% | +13.3% | +1.9% | +11.7% |
| 3M | +7.3% | +8.2% | -0.9% | +5.1% |
| 6M | +23.4% | +17.5% | +5.9% | +18.2% |
| YTD | +29.4% | +26.9% | +2.5% | +21.3% |
| 1Y | +34.2% | +31.6% | +2.7% | +24.6% |
| 3Y | +108.4% | +67.0% | +41.4% | +79.2% |
| 5Y | +147.3% | +72.9% | +74.3% | +109.0% |
| 10Y | +301.3% | +371.3% | -70.0% | +154.5% |
| All | +5,468.8% | +7,978.2% | -2,509.3% | +2,096.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling