+124.0%
DPZ vs CCEP
+301.0%
-177.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | +6.6% | +2.6% | +4.0% | +6.0% |
| 30D | +10.3% | +15.1% | -4.9% | +7.4% |
| 3M | -6.2% | +7.3% | -13.4% | -7.4% |
| 6M | +4.2% | +23.4% | -19.2% | +0.3% |
| YTD | -18.4% | +29.4% | -47.8% | -22.2% |
| 1Y | -14.9% | +34.2% | -49.2% | -19.4% |
| 3Y | -4.6% | +108.4% | -113.0% | -15.9% |
| 5Y | -27.4% | +147.3% | -174.7% | -38.0% |
| All | +124.0% | +301.0% | -177.1% | +84.1% |
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