-17.2%
DASH vs CCEP
+36.9%
-54.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.5% | +7.1% |
| 7D | +17.2% | +4.2% | +12.9% | +15.8% |
| 30D | +3.6% | +14.2% | -10.6% | +0.1% |
| 3M | -1.9% | +9.1% | -11.0% | -3.9% |
| 6M | +15.1% | +26.9% | -11.8% | +12.2% |
| YTD | -12.3% | +29.1% | -41.4% | -13.7% |
| 1Y | -17.2% | +36.8% | -54.0% | -21.2% |
| All | -17.2% | +36.9% | -54.1% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling