-37.4%
DOCS vs CCEP
+123.6%
-160.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.5% | -4.8% |
| 7D | -1.3% | +5.7% | -7.1% | -3.7% |
| 30D | +19.4% | +15.3% | +4.1% | +12.2% |
| 3M | +53.4% | +8.0% | +45.4% | +48.1% |
| 6M | +28.8% | +26.7% | +2.0% | +16.0% |
| YTD | -25.1% | +30.7% | -55.8% | -34.5% |
| 1Y | -48.1% | +36.5% | -84.7% | -55.8% |
| 3Y | +51.4% | +111.1% | -59.8% | -5.0% |
| 5Y | -51.1% | +149.7% | -200.8% | -72.4% |
| All | -37.4% | +123.6% | -160.9% | -66.3% |
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