+102.3%
CCEP vs DUOL
+9.2%
+93.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -3.0% |
| 7D | -3.1% | +5.1% | -8.2% | -3.3% |
| 30D | -2.6% | +14.1% | -16.7% | -3.3% |
| 3M | +14.9% | +41.5% | -26.6% | +12.9% |
| 6M | +2.3% | +60.6% | -58.4% | -0.3% |
| YTD | +17.8% | -12.0% | +29.8% | +18.2% |
| 1Y | +24.2% | -43.4% | +67.6% | +26.9% |
| 3Y | +84.7% | +3.7% | +81.0% | +76.1% |
| 5Y | +103.2% | -5.3% | +108.5% | +81.9% |
| All | +102.3% | +9.2% | +93.1% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling