+99.3%
DE vs CCEP
+110.6%
-11.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.1% |
| 7D | +0.7% | -1.0% | +1.7% | +0.9% |
| 30D | +9.6% | -1.6% | +11.3% | +10.1% |
| 3M | +19.0% | +11.9% | +7.1% | +14.8% |
| 6M | +16.1% | +7.5% | +8.6% | +13.1% |
| YTD | +47.0% | +18.7% | +28.3% | +38.9% |
| 1Y | +43.1% | +21.4% | +21.7% | +34.0% |
| 3Y | +77.5% | +89.1% | -11.6% | +43.3% |
| All | +99.3% | +110.6% | -11.4% | +52.7% |
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