+125.5%
CCEP vs DUOL
+16.1%
+109.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.8% | -4.5% | 0.0% |
| 7D | +1.8% | +1.8% | 0.0% | +1.6% |
| 30D | +12.2% | +11.1% | +1.1% | +11.4% |
| 3M | +10.7% | +21.2% | -10.5% | +9.3% |
| 6M | +27.5% | +56.1% | -28.6% | +24.2% |
| YTD | +31.3% | -6.5% | +37.8% | +31.0% |
| 1Y | +29.9% | -15.8% | +45.7% | +30.1% |
| 3Y | +111.1% | -22.4% | +133.5% | +106.3% |
| 5Y | +142.3% | +8.3% | +134.0% | +116.0% |
| All | +125.5% | +16.1% | +109.4% | +94.6% |
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