-2.5%
DPZ vs CCEP
+111.8%
-114.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | +9.5% | +5.7% | +3.8% | +7.1% |
| 30D | +12.8% | +15.3% | -2.5% | +6.8% |
| 3M | -6.2% | +8.0% | -14.3% | -9.0% |
| 6M | +4.3% | +26.7% | -22.5% | -4.1% |
| YTD | -16.6% | +30.7% | -47.3% | -24.0% |
| 1Y | -12.8% | +36.5% | -49.4% | -21.6% |
| All | -2.5% | +111.8% | -114.4% | -18.9% |
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