+203.8%
DHR vs CCEP
+236.1%
-32.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -2.8% | -0.8% | -2.8% |
| 30D | -2.7% | -4.0% | +1.3% | -1.7% |
| 3M | +10.9% | +5.2% | +5.7% | +9.2% |
| 6M | +3.0% | +2.7% | +0.3% | +1.9% |
| YTD | -12.2% | +14.5% | -26.7% | -16.1% |
| 1Y | +3.3% | +17.2% | -13.9% | -2.1% |
| 3Y | -8.2% | +79.3% | -87.5% | -23.6% |
| 5Y | -29.9% | +106.8% | -136.7% | -44.9% |
| All | +203.8% | +236.1% | -32.4% | +112.9% |
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 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