+7.3%
DT vs CCEP
+86.4%
-79.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.2% |
| 7D | -3.3% | -3.1% | -0.2% | -2.9% |
| 30D | +2.0% | -2.6% | +4.6% | +2.4% |
| 3M | +20.0% | +14.9% | +5.1% | +18.5% |
| 6M | +39.3% | +2.3% | +37.0% | +39.3% |
| YTD | +19.8% | +17.8% | +1.9% | +16.3% |
| 1Y | +4.3% | +24.2% | -19.9% | -0.1% |
| All | +7.3% | +86.4% | -79.1% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling