+110.9%
DT vs CCEP
+133.8%
-22.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.4% |
| 7D | -4.9% | -1.0% | -3.9% | -4.5% |
| 30D | +2.7% | -1.6% | +4.3% | +3.2% |
| 3M | +20.0% | +11.9% | +8.1% | +14.8% |
| 6M | +28.0% | +7.5% | +20.6% | +23.8% |
| YTD | +16.0% | +18.7% | -2.7% | +7.1% |
| 1Y | +0.7% | +21.4% | -20.7% | -8.1% |
| 3Y | +6.2% | +89.1% | -82.9% | -21.6% |
| 5Y | -28.1% | +108.7% | -136.8% | -50.2% |
| All | +110.9% | +133.8% | -22.9% | +45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling