+1,635.0%
DIS vs CCEP
+7,629.5%
-5,994.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.8% |
| 7D | +5.7% | +5.7% | 0.0% | +4.0% |
| 30D | +12.7% | +15.3% | -2.6% | +8.2% |
| 3M | +15.2% | +8.0% | +7.2% | +12.6% |
| 6M | +17.6% | +26.7% | -9.2% | +9.7% |
| YTD | +3.8% | +30.7% | -26.9% | -4.2% |
| 1Y | +6.8% | +36.5% | -29.8% | -2.6% |
| 3Y | +42.1% | +111.1% | -69.0% | +13.5% |
| 5Y | -31.2% | +149.7% | -180.9% | -48.0% |
| 10Y | +37.6% | +305.3% | -267.7% | -10.4% |
| All | +1,635.0% | +7,629.5% | -5,994.5% | +406.6% |
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