+55.5%
DUK vs CCEP
+147.2%
-91.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +1.9% | +2.1% | -0.2% | +1.4% |
| 30D | +8.9% | +10.6% | -1.7% | +6.2% |
| 3M | +5.6% | +10.3% | -4.8% | +3.0% |
| 6M | +7.0% | +31.1% | -24.1% | +0.1% |
| YTD | +14.0% | +32.1% | -18.1% | +6.1% |
| 1Y | +9.1% | +32.8% | -23.7% | +1.4% |
| 3Y | +67.6% | +111.3% | -43.8% | +38.9% |
| All | +55.5% | +147.2% | -91.7% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling