-9.5%
DASH vs CCEP
+196.2%
-205.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.4% |
| 7D | -4.5% | +2.1% | -6.6% | -5.6% |
| 30D | -6.8% | +10.6% | -17.4% | -11.7% |
| 3M | -20.7% | +10.3% | -31.0% | -24.9% |
| 6M | +15.1% | +31.1% | -16.0% | -0.6% |
| YTD | -24.3% | +32.1% | -56.4% | -35.7% |
| 1Y | -12.1% | +32.8% | -45.0% | -25.6% |
| 3Y | +91.1% | +111.3% | -20.3% | +14.8% |
| 5Y | -30.3% | +147.5% | -177.8% | -64.0% |
| All | -9.5% | +196.2% | -205.7% | -55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling