Stock and ETF performance explorer

DASH vs CCEP

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	CCEP	Excess	Alpha
1D	-4.6%	-3.1%	-1.5%	N/A
7D	-10.6%	-3.1%	-7.5%	N/A
All	-10.6%	-2.2%	-8.4%	N/A

Daily percentage return beside CCEP.

Portfolio return minus CCEP return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.