-20.2%
DOW vs CCEP
+113.9%
-134.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | +5.2% | +2.1% | +3.1% | +5.0% |
| 30D | +13.2% | +10.6% | +2.6% | +12.3% |
| 3M | +10.1% | +10.3% | -0.2% | +9.2% |
| 6M | -13.1% | +31.1% | -44.2% | -15.6% |
| YTD | +46.1% | +32.1% | +14.0% | +39.1% |
| 1Y | +50.0% | +32.8% | +17.2% | +42.6% |
| 3Y | -20.2% | +111.3% | -131.6% | -31.8% |
| All | -20.2% | +113.9% | -134.1% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling