-9.4%
DASH vs CCEP
+157.0%
-166.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.3% | -10.7% | -10.2% |
| 7D | +0.5% | +5.7% | -5.2% | -2.9% |
| 30D | -7.1% | +15.3% | -22.4% | -15.1% |
| 3M | -13.2% | +8.0% | -21.2% | -17.4% |
| 6M | +8.3% | +26.7% | -18.4% | -7.0% |
| YTD | -20.6% | +30.7% | -51.3% | -34.3% |
| 1Y | -24.4% | +36.5% | -61.0% | -39.4% |
| 3Y | +94.5% | +111.1% | -16.6% | +1.4% |
| 5Y | -9.4% | +149.7% | -159.2% | -61.5% |
| All | -9.4% | +157.0% | -166.5% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling