+98.5%
DAL vs CCEP
+85.5%
+13.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.5% |
| 7D | +0.1% | -3.1% | +3.2% | +0.8% |
| 30D | -13.9% | -2.6% | -11.3% | -13.4% |
| 3M | +1.1% | +14.9% | -13.9% | -1.9% |
| 6M | +26.2% | +2.3% | +24.0% | +24.9% |
| YTD | +16.4% | +17.8% | -1.4% | +12.6% |
| 1Y | +33.9% | +24.2% | +9.6% | +28.1% |
| All | +98.5% | +85.5% | +13.0% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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