+96.8%
CCEP vs DUOL
+2.7%
+94.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.1% |
| 7D | -5.7% | -8.6% | +2.9% | -5.4% |
| 30D | -3.4% | +7.2% | -10.6% | -3.8% |
| 3M | +5.5% | +19.1% | -13.6% | +4.5% |
| 6M | +2.2% | +52.5% | -50.3% | -0.1% |
| YTD | +14.6% | -17.3% | +31.9% | +15.3% |
| 1Y | +18.9% | -49.2% | +68.2% | +22.2% |
| 3Y | +82.6% | -7.3% | +89.8% | +75.3% |
| 5Y | +107.0% | -16.3% | +123.3% | +86.8% |
| All | +96.8% | +2.7% | +94.2% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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