-23.9%
DIS vs CCEP
+140.5%
-164.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +0.6% | +1.8% | -1.2% | -0.1% |
| 30D | +10.3% | +12.2% | -1.9% | +5.5% |
| 3M | +15.6% | +10.7% | +4.9% | +11.1% |
| 6M | +15.1% | +27.5% | -12.3% | +4.9% |
| YTD | +6.0% | +31.3% | -25.4% | -4.9% |
| 1Y | +5.7% | +29.9% | -24.2% | -4.7% |
| 3Y | +39.8% | +111.1% | -71.3% | +0.5% |
| 5Y | -23.9% | +142.3% | -166.2% | -50.5% |
| All | -23.9% | +140.5% | -164.4% | -50.5% |
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 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