-28.8%
DPZ vs CCEP
+105.1%
-134.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.7% |
| 7D | -2.5% | -3.1% | +0.5% | -1.6% |
| 30D | -7.0% | -2.6% | -4.4% | -6.1% |
| 3M | +11.6% | +14.9% | -3.3% | +7.0% |
| 6M | -15.2% | +2.3% | -17.4% | -15.9% |
| YTD | -17.2% | +17.8% | -35.1% | -21.4% |
| 1Y | -24.8% | +24.2% | -49.1% | -29.8% |
| 3Y | -8.7% | +84.7% | -93.4% | -24.6% |
| All | -28.8% | +105.1% | -134.0% | -44.0% |
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