+230.1%
CCEP vs DVA
+187.8%
+42.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -4.0% | 0.0% | -4.1% | -4.1% |
| 3M | +5.2% | -10.9% | +16.1% | +6.8% |
| 6M | +2.7% | +17.3% | -14.6% | -1.4% |
| YTD | +14.5% | +59.8% | -45.3% | +3.1% |
| 1Y | +17.2% | +36.3% | -19.1% | +8.7% |
| 3Y | +79.3% | +88.6% | -9.3% | +51.6% |
| 5Y | +106.8% | +47.5% | +59.2% | +80.2% |
| All | +230.1% | +187.8% | +42.3% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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