-100.0%
DFNS vs CCEP
+257.2%
-357.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -2.9% |
| 7D | -42.8% | +1.7% | -44.5% | -42.6% |
| 30D | -67.6% | +12.7% | -80.3% | -67.2% |
| 3M | -94.9% | +8.5% | -103.4% | -94.8% |
| 6M | -96.7% | +25.6% | -122.3% | -96.6% |
| YTD | -99.6% | +30.9% | -130.5% | -99.6% |
| 1Y | -99.7% | +32.0% | -131.7% | -99.7% |
| 3Y | -100.0% | +110.9% | -210.9% | -100.0% |
| 5Y | -100.0% | +138.5% | -238.4% | -100.0% |
| All | -100.0% | +257.2% | -357.2% | -100.0% |
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