+5,666.8%
DPZ vs CCEP
+1,261.9%
+4,404.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +9.5% | +5.7% | +3.8% | +7.5% |
| 30D | +12.8% | +15.3% | -2.5% | +7.7% |
| 3M | -6.2% | +8.0% | -14.3% | -8.5% |
| 6M | +4.3% | +26.7% | -22.5% | -3.4% |
| YTD | -16.6% | +30.7% | -47.3% | -23.7% |
| 1Y | -12.8% | +36.5% | -49.4% | -21.3% |
| 3Y | -0.8% | +111.1% | -112.0% | -22.8% |
| 5Y | -25.8% | +149.7% | -175.5% | -46.1% |
| 10Y | +130.9% | +305.3% | -174.5% | +29.1% |
| All | +5,666.8% | +1,261.9% | +4,404.8% | +1,171.3% |
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