+1,129.1%
DIA vs CCEP
+868.2%
+260.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.3% |
| 7D | -0.2% | -3.1% | +2.9% | +0.7% |
| 30D | -1.5% | -2.6% | +1.1% | -0.9% |
| 3M | +3.8% | +14.9% | -11.2% | -0.4% |
| 6M | +10.3% | +2.3% | +8.0% | +9.2% |
| YTD | +12.1% | +17.8% | -5.8% | +6.5% |
| 1Y | +18.6% | +24.2% | -5.6% | +10.9% |
| 3Y | +60.6% | +84.7% | -24.1% | +33.4% |
| 5Y | +64.4% | +103.2% | -38.8% | +31.4% |
| 10Y | +250.1% | +257.4% | -7.3% | +134.4% |
| All | +1,129.1% | +868.2% | +260.9% | +421.1% |
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