+877.2%
DECK vs CCEP
+301.0%
+576.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | +5.8% | +2.6% | +3.2% | +4.6% |
| 30D | +7.9% | +15.1% | -7.3% | +1.6% |
| 3M | -11.4% | +7.3% | -18.7% | -14.1% |
| 6M | -16.6% | +23.4% | -40.0% | -23.9% |
| YTD | -16.4% | +29.4% | -45.8% | -25.2% |
| 1Y | +8.6% | +34.2% | -25.6% | -4.3% |
| 3Y | -15.1% | +108.4% | -123.5% | -39.6% |
| 5Y | +22.9% | +147.3% | -124.4% | -20.1% |
| All | +877.2% | +301.0% | +576.2% | +510.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling