-99.9%
DFNS vs CCEP
+223.9%
-323.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.7% |
| 7D | +0.8% | -1.0% | +1.8% | +0.7% |
| 30D | -73.2% | -1.6% | -71.6% | -73.2% |
| 3M | -72.4% | +11.9% | -84.3% | -71.6% |
| 6M | -95.2% | +7.5% | -102.7% | -95.1% |
| YTD | -98.0% | +18.7% | -116.7% | -97.9% |
| 1Y | -98.3% | +21.4% | -119.7% | -98.2% |
| 3Y | -99.9% | +89.1% | -189.0% | -99.9% |
| 5Y | -99.9% | +108.7% | -208.6% | -99.8% |
| All | -99.9% | +223.9% | -323.8% | -99.8% |
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