+162.6%
DUK vs CCEP
+342.6%
-180.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +1.9% | +2.1% | -0.2% | +1.3% |
| 30D | +8.9% | +10.6% | -1.7% | +5.7% |
| 3M | +5.6% | +10.3% | -4.8% | +2.4% |
| 6M | +7.0% | +31.1% | -24.1% | -1.5% |
| YTD | +14.0% | +32.1% | -18.1% | +4.4% |
| 1Y | +9.1% | +32.8% | -23.7% | -0.3% |
| 3Y | +67.6% | +111.3% | -43.8% | +32.1% |
| 5Y | +56.6% | +147.5% | -90.9% | +15.9% |
| All | +162.6% | +342.6% | -180.0% | +65.2% |
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