+173.8%
DAL vs CCEP
+109.7%
+64.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.4% |
| 7D | +8.8% | +2.6% | +6.2% | +8.2% |
| 30D | +5.4% | +15.1% | -9.7% | +2.4% |
| 3M | -4.9% | +7.3% | -12.2% | -6.4% |
| 6M | +19.8% | +23.4% | -3.6% | +14.9% |
| YTD | +27.0% | +29.4% | -2.4% | +21.2% |
| 1Y | +52.5% | +34.2% | +18.2% | +44.8% |
| 3Y | +173.8% | +108.4% | +65.5% | +137.7% |
| All | +173.8% | +109.7% | +64.1% | +137.7% |
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