-51.1%
DOCS vs CCEP
+157.0%
-208.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.5% | -4.9% |
| 7D | -1.3% | +5.7% | -7.1% | -3.9% |
| 30D | +19.4% | +15.3% | +4.1% | +11.7% |
| 3M | +53.4% | +8.0% | +45.4% | +47.7% |
| 6M | +28.8% | +26.7% | +2.0% | +15.1% |
| YTD | -25.1% | +30.7% | -55.8% | -35.2% |
| 1Y | -48.1% | +36.5% | -84.7% | -56.3% |
| 3Y | +51.4% | +111.1% | -59.8% | -9.7% |
| 5Y | -51.1% | +149.7% | -200.8% | -73.6% |
| All | -51.1% | +157.0% | -208.1% | -73.6% |
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