-100.0%
DFNS vs CCEP
+255.5%
-355.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.8% | -18.6% | -19.4% |
| 7D | -12.7% | -0.3% | -12.4% | -12.7% |
| 30D | -65.2% | +11.0% | -76.2% | -64.9% |
| 3M | -94.6% | +9.2% | -103.8% | -94.5% |
| 6M | -96.2% | +27.2% | -123.4% | -96.0% |
| YTD | -99.6% | +30.3% | -129.9% | -99.6% |
| 1Y | -99.7% | +28.7% | -128.4% | -99.7% |
| 3Y | -100.0% | +109.4% | -209.4% | -100.0% |
| 5Y | -100.0% | +144.1% | -244.1% | -100.0% |
| All | -100.0% | +255.5% | -355.5% | -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