-27.9%
DHR vs CCEP
+105.2%
-133.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.6% |
| 7D | -2.4% | -3.7% | +1.3% | -1.3% |
| 30D | -2.2% | -2.1% | -0.1% | -1.6% |
| 3M | +9.0% | +7.2% | +1.8% | +6.3% |
| 6M | +3.5% | +3.3% | +0.2% | +2.0% |
| YTD | -10.1% | +15.7% | -25.8% | -15.0% |
| 1Y | +6.2% | +16.6% | -10.4% | 0.0% |
| 3Y | -5.4% | +84.3% | -89.6% | -24.9% |
| 5Y | -27.9% | +109.0% | -136.9% | -47.8% |
| All | -27.9% | +105.2% | -133.1% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling