-100.0%
DFNS vs CCEP
+109.7%
-209.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.0% | -11.2% | -12.5% |
| 7D | -44.0% | +2.6% | -46.6% | -43.4% |
| 30D | -69.1% | +15.1% | -84.3% | -68.0% |
| 3M | -95.6% | +7.3% | -102.9% | -95.5% |
| 6M | -96.2% | +23.4% | -119.6% | -95.5% |
| YTD | -99.6% | +29.4% | -129.0% | -99.5% |
| 1Y | -99.7% | +34.2% | -134.0% | -99.7% |
| 3Y | -100.0% | +108.4% | -208.3% | -99.9% |
| All | -100.0% | +109.7% | -209.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling