-10.8%
DOW vs CCEP
+164.5%
-175.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -1.7% |
| 7D | -2.4% | -3.1% | +0.7% | -1.1% |
| 30D | +0.4% | -2.6% | +3.0% | +1.4% |
| 3M | -14.4% | +14.9% | -29.3% | -20.2% |
| 6M | -7.0% | +2.3% | -9.2% | -9.3% |
| YTD | +30.2% | +17.8% | +12.4% | +17.9% |
| 1Y | +29.2% | +24.2% | +5.0% | +13.5% |
| 3Y | -36.7% | +84.7% | -121.4% | -55.4% |
| 5Y | -37.7% | +103.2% | -140.9% | -59.2% |
| All | -10.8% | +164.5% | -175.3% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling