+1,081.8%
DIA vs CCEP
+963.1%
+118.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -0.9% | +2.6% | -3.5% | -1.7% |
| 30D | +0.3% | +15.1% | -14.9% | -3.7% |
| 3M | -4.5% | +7.3% | -11.8% | -6.5% |
| 6M | +3.4% | +23.4% | -20.1% | -2.9% |
| YTD | +7.8% | +29.4% | -21.6% | -0.3% |
| 1Y | +10.7% | +34.2% | -23.5% | +1.3% |
| 3Y | +57.5% | +108.4% | -50.8% | +26.5% |
| 5Y | +53.7% | +147.3% | -93.5% | +16.4% |
| 10Y | +247.2% | +301.3% | -54.2% | +125.1% |
| All | +1,081.8% | +963.1% | +118.7% | +387.5% |
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