+3,595.6%
DLR vs CCEP
+1,578.9%
+2,016.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.4% |
| 7D | +1.6% | -3.1% | +4.6% | +2.6% |
| 30D | -3.4% | -2.6% | -0.8% | -2.6% |
| 3M | +0.5% | +14.9% | -14.4% | -4.5% |
| 6M | +4.6% | +2.3% | +2.3% | +3.3% |
| YTD | +23.4% | +17.8% | +5.6% | +15.9% |
| 1Y | +19.0% | +24.2% | -5.2% | +9.4% |
| 3Y | +56.5% | +84.7% | -28.2% | +24.0% |
| 5Y | +33.3% | +103.2% | -69.9% | +0.6% |
| 10Y | +165.1% | +257.4% | -92.2% | +52.9% |
| All | +3,595.6% | +1,578.9% | +2,016.8% | +920.5% |
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