+6,869.6%
CCEP vs DTE
+3,490.8%
+3,378.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -3.1% | +0.2% | -3.2% | -3.1% |
| 30D | -2.6% | -2.6% | 0.0% | -1.5% |
| 3M | +14.9% | -3.9% | +18.8% | +16.8% |
| 6M | +2.3% | -7.9% | +10.2% | +5.9% |
| YTD | +17.8% | +7.2% | +10.7% | +13.7% |
| 1Y | +24.2% | +3.1% | +21.1% | +21.8% |
| 3Y | +84.7% | +47.6% | +37.1% | +52.0% |
| 5Y | +103.2% | +32.7% | +70.5% | +73.7% |
| 10Y | +257.4% | +138.8% | +118.6% | +130.3% |
| All | +6,869.6% | +3,490.8% | +3,378.9% | +1,275.4% |
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 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