+7,713.8%
CCEP vs DTE
+3,620.6%
+4,093.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +2.1% | +3.4% | -1.3% | +0.5% |
| 30D | +10.6% | +8.9% | +1.7% | +6.4% |
| 3M | +10.3% | +1.1% | +9.3% | +9.7% |
| 6M | +31.1% | +0.1% | +31.0% | +30.7% |
| YTD | +32.1% | +11.1% | +21.1% | +25.3% |
| 1Y | +32.8% | +4.9% | +27.9% | +29.2% |
| 3Y | +111.3% | +58.6% | +52.8% | +68.4% |
| 5Y | +147.5% | +47.3% | +100.2% | +101.6% |
| 10Y | +338.1% | +151.3% | +186.7% | +175.9% |
| All | +7,713.8% | +3,620.6% | +4,093.3% | +1,416.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling