-73.2%
DOCS vs CCEP
+105.1%
-178.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -1.4% |
| 7D | -1.4% | -3.1% | +1.6% | 0.0% |
| 30D | +21.8% | -2.6% | +24.4% | +23.3% |
| 3M | +27.3% | +14.9% | +12.4% | +19.5% |
| 6M | -0.3% | +2.3% | -2.6% | -1.6% |
| YTD | -40.5% | +17.8% | -58.3% | -45.8% |
| 1Y | -61.5% | +24.2% | -85.8% | -66.2% |
| 3Y | +8.2% | +84.7% | -76.6% | -29.6% |
| All | -73.2% | +105.1% | -178.3% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling