+41.5%
DRAM vs CCEP
+27.5%
+14.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +5.1% |
| 7D | -18.2% | +2.6% | -20.7% | -15.3% |
| 30D | -34.5% | +15.1% | -49.7% | -24.0% |
| 3M | -23.6% | +7.3% | -30.9% | -16.0% |
| 6M | -19.3% | +23.4% | -42.7% | -0.3% |
| All | +41.5% | +27.5% | +14.0% | +71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling