+5,622.1%
DPZ vs CCEP
+1,128.1%
+4,494.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 6M | -15.2% | +2.3% | -17.4% | -15.8% |
| YTD | -17.2% | +17.8% | -35.1% | -21.7% |
| 1Y | -24.8% | +24.2% | -49.1% | -30.2% |
| 3Y | -8.7% | +84.7% | -93.4% | -25.8% |
| 5Y | -28.9% | +103.2% | -132.1% | -44.9% |
| 10Y | +153.6% | +257.4% | -103.7% | +47.9% |
| All | +5,622.1% | +1,128.1% | +4,494.1% | +1,204.4% |
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