+3,340.7%
DLR vs CCEP
+1,743.5%
+1,597.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -3.6% | +2.6% | -6.2% | -4.5% |
| 30D | -3.5% | +15.1% | -18.6% | -8.3% |
| 3M | -8.9% | +7.3% | -16.2% | -11.5% |
| 6M | -11.6% | +23.4% | -35.0% | -18.3% |
| YTD | +14.9% | +29.4% | -14.5% | +4.1% |
| 1Y | +6.4% | +34.2% | -27.8% | -4.9% |
| 3Y | +47.3% | +108.4% | -61.1% | +11.6% |
| 5Y | +32.8% | +147.3% | -114.4% | -6.6% |
| 10Y | +169.6% | +301.3% | -131.8% | +48.9% |
| All | +3,340.7% | +1,743.5% | +1,597.2% | +816.8% |
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