+28.5%
DECK vs CCEP
+152.9%
-124.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.8% | +2.1% | +4.1% |
| 7D | +10.4% | +4.2% | +6.1% | +8.2% |
| 30D | +11.1% | +14.2% | -3.1% | +4.3% |
| 3M | -10.8% | +9.1% | -19.9% | -14.6% |
| 6M | -8.7% | +26.9% | -35.6% | -18.6% |
| YTD | -14.0% | +29.1% | -43.1% | -24.0% |
| 1Y | +12.0% | +36.8% | -24.7% | -3.4% |
| 3Y | -10.5% | +108.5% | -119.0% | -41.0% |
| 5Y | +28.5% | +155.8% | -127.3% | -27.6% |
| All | +28.5% | +152.9% | -124.4% | -27.6% |
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