+3,290.5%
DELL vs CCEP
+302.9%
+2,987.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +17.1% | -0.3% | +17.4% | +17.2% |
| 30D | -35.1% | +11.0% | -46.0% | -37.7% |
| 3M | -23.3% | +9.2% | -32.5% | -26.1% |
| 6M | +55.8% | +27.2% | +28.6% | +40.7% |
| YTD | +198.0% | +30.3% | +167.7% | +166.3% |
| 1Y | +166.6% | +28.7% | +137.9% | +139.3% |
| 3Y | +427.6% | +109.4% | +318.2% | +283.7% |
| 5Y | +630.6% | +144.1% | +486.6% | +390.7% |
| 10Y | +2,866.3% | +332.0% | +2,534.3% | +1,518.8% |
| All | +3,290.5% | +302.9% | +2,987.7% | +1,756.2% |
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 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