-38.7%
DOCS vs CCEP
+121.3%
-160.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -0.8% | +2.6% | -3.3% | -1.9% |
| 30D | +17.4% | +15.1% | +2.3% | +10.4% |
| 3M | +57.4% | +7.3% | +50.1% | +52.4% |
| 6M | +26.5% | +23.4% | +3.1% | +15.3% |
| YTD | -26.6% | +29.4% | -56.0% | -35.6% |
| 1Y | -48.1% | +34.2% | -82.3% | -55.3% |
| 3Y | +52.6% | +108.4% | -55.7% | -3.6% |
| 5Y | -52.1% | +147.3% | -199.3% | -72.8% |
| All | -38.7% | +121.3% | -160.0% | -66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling