+4,016.9%
CCEP vs DVA
+5,194.7%
-1,177.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.3% |
| 7D | -3.1% | +1.8% | -4.9% | -3.3% |
| 30D | -2.6% | -2.5% | -0.1% | -2.3% |
| 3M | +14.9% | -4.3% | +19.2% | +15.2% |
| 6M | +2.3% | +18.9% | -16.6% | -0.9% |
| YTD | +17.8% | +61.9% | -44.1% | +9.1% |
| 1Y | +24.2% | +35.7% | -11.5% | +17.7% |
| 3Y | +84.7% | +78.6% | +6.1% | +66.2% |
| 5Y | +103.2% | +39.2% | +64.0% | +85.8% |
| 10Y | +257.4% | +184.0% | +73.3% | +192.6% |
| All | +4,016.9% | +5,194.7% | -1,177.7% | +2,464.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling