+33.8%
DIS vs CCEP
+85.5%
-51.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.0% |
| 7D | -2.6% | -3.1% | +0.5% | -1.9% |
| 30D | +3.5% | -2.6% | +6.1% | +4.1% |
| 3M | +6.8% | +14.9% | -8.1% | +3.9% |
| 6M | +3.0% | +2.3% | +0.7% | +2.2% |
| YTD | -6.7% | +17.8% | -24.6% | -9.8% |
| 1Y | -10.1% | +24.2% | -34.3% | -13.8% |
| All | +33.8% | +85.5% | -51.7% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling