+153.0%
DASH vs CCEP
+85.5%
+67.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.5% | -3.7% |
| 7D | -10.6% | -3.1% | -7.5% | -9.7% |
| 30D | +2.2% | -2.6% | +4.7% | +3.0% |
| 3M | +32.3% | +14.9% | +17.3% | +28.2% |
| 6M | +19.1% | +2.3% | +16.9% | +18.4% |
| YTD | -6.5% | +17.8% | -24.4% | -10.7% |
| 1Y | -14.9% | +24.2% | -39.1% | -20.4% |
| All | +153.0% | +85.5% | +67.5% | +77.3% |
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