+467.1%
DDOG vs CCEP
+132.0%
+335.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.3% | -0.1% |
| 7D | -10.1% | -3.1% | -7.1% | -9.5% |
| 30D | -24.8% | -2.6% | -22.2% | -24.4% |
| 3M | -12.6% | +14.9% | -27.5% | -15.8% |
| 6M | +79.9% | +2.3% | +77.7% | +77.9% |
| YTD | +56.6% | +17.8% | +38.7% | +48.0% |
| 1Y | +61.6% | +24.2% | +37.4% | +50.0% |
| 3Y | +117.9% | +84.7% | +33.2% | +76.3% |
| 5Y | +54.2% | +103.2% | -49.0% | +18.0% |
| All | +467.1% | +132.0% | +335.0% | +278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling