+343.1%
CCEP vs DTE
+152.1%
+191.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +2.1% | +3.4% | -1.3% | +0.4% |
| 30D | +10.6% | +8.9% | +1.7% | +5.9% |
| 3M | +10.3% | +1.1% | +9.3% | +9.6% |
| 6M | +31.1% | +0.1% | +31.0% | +30.6% |
| YTD | +32.1% | +11.1% | +21.1% | +24.5% |
| 1Y | +32.8% | +4.9% | +27.9% | +28.7% |
| 3Y | +111.3% | +58.6% | +52.8% | +63.0% |
| 5Y | +147.5% | +47.3% | +100.2% | +95.1% |
| All | +343.1% | +152.1% | +191.0% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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