-99.9%
DFNS vs CCEP
+221.5%
-321.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.4% |
| 7D | -16.0% | -3.1% | -12.9% | -16.2% |
| 30D | -77.7% | -2.6% | -75.1% | -77.7% |
| 3M | -77.2% | +14.9% | -92.1% | -76.2% |
| 6M | -95.2% | +2.3% | -97.4% | -95.1% |
| YTD | -98.0% | +17.8% | -115.8% | -97.9% |
| 1Y | -98.3% | +24.2% | -122.5% | -98.1% |
| 3Y | -99.9% | +84.7% | -184.6% | -99.9% |
| 5Y | -99.9% | +103.2% | -203.1% | -99.8% |
| All | -99.9% | +221.5% | -321.4% | -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 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