+89.1%
CCEP vs DVA
+88.7%
+0.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +0.9% |
| 7D | -1.0% | +2.2% | -3.2% | -1.2% |
| 30D | -1.6% | -2.0% | +0.4% | -1.4% |
| 3M | +11.9% | -6.3% | +18.1% | +12.0% |
| 6M | +7.5% | +19.4% | -12.0% | +4.8% |
| YTD | +18.7% | +58.5% | -39.8% | +12.5% |
| 1Y | +21.4% | +33.9% | -12.5% | +17.1% |
| 3Y | +89.1% | +88.4% | +0.7% | +74.9% |
| All | +89.1% | +88.7% | +0.4% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling