+230.4%
CCEP vs DTE
+141.0%
+89.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | -5.7% | -2.0% | -3.8% | -4.8% |
| 30D | -3.4% | -2.4% | -1.0% | -2.2% |
| 3M | +5.5% | -7.3% | +12.8% | +9.4% |
| 6M | +2.2% | -7.6% | +9.9% | +6.1% |
| YTD | +14.6% | +5.8% | +8.8% | +10.7% |
| 1Y | +18.9% | +2.3% | +16.6% | +16.7% |
| 3Y | +82.6% | +45.0% | +37.6% | +47.4% |
| 5Y | +107.0% | +33.2% | +73.8% | +72.3% |
| All | +230.4% | +141.0% | +89.5% | +108.2% |
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