-0.1%
DT vs CCEP
+18.5%
-18.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.6% |
| 7D | -0.5% | -3.7% | +3.1% | -0.6% |
| 30D | +0.1% | -2.1% | +2.1% | 0.0% |
| 3M | +24.1% | +7.2% | +16.9% | +25.9% |
| 6M | +30.1% | +3.3% | +26.8% | +30.9% |
| YTD | +16.8% | +15.7% | +1.1% | +17.5% |
| 1Y | -0.1% | +16.6% | -16.7% | +0.8% |
| All | -0.1% | +18.5% | -18.6% | +0.8% |
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