+64.1%
DIA vs CCEP
+108.6%
-44.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.3% |
| 7D | +0.1% | -1.0% | +1.0% | +0.3% |
| 30D | -2.1% | -1.6% | -0.5% | -1.7% |
| 3M | +4.2% | +11.9% | -7.7% | +0.6% |
| 6M | +11.9% | +7.5% | +4.4% | +9.1% |
| YTD | +10.8% | +18.7% | -7.9% | +4.6% |
| 1Y | +17.5% | +21.4% | -3.9% | +10.0% |
| 3Y | +59.9% | +89.1% | -29.2% | +26.9% |
| 5Y | +64.1% | +108.7% | -44.6% | +23.7% |
| All | +64.1% | +108.6% | -44.4% | +23.7% |
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