+109.0%
CCEP vs DTE
+31.9%
+77.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -2.1% | -0.5% | -1.6% | -1.9% |
| 3M | +7.2% | -6.0% | +13.2% | +9.7% |
| 6M | +3.3% | -7.2% | +10.5% | +6.1% |
| YTD | +15.7% | +7.2% | +8.5% | +12.1% |
| 1Y | +16.6% | +4.1% | +12.5% | +14.2% |
| 3Y | +84.3% | +46.9% | +37.4% | +56.7% |
| 5Y | +109.0% | +32.9% | +76.1% | +76.4% |
| All | +109.0% | +31.9% | +77.1% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling