+2,541.1%
DUK vs CCEP
+6,869.6%
-4,328.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.4% |
| 7D | 0.0% | -3.1% | +3.0% | +0.5% |
| 30D | -1.7% | -2.6% | +0.9% | -1.2% |
| 3M | -0.4% | +14.9% | -15.4% | -3.0% |
| 6M | -7.2% | +2.3% | -9.5% | -7.8% |
| YTD | +5.3% | +17.8% | -12.6% | +1.9% |
| 1Y | +3.0% | +24.2% | -21.3% | -1.3% |
| 3Y | +53.1% | +84.7% | -31.7% | +36.2% |
| 5Y | +37.9% | +103.2% | -65.3% | +19.6% |
| 10Y | +124.8% | +257.4% | -132.5% | +74.2% |
| All | +2,541.1% | +6,869.6% | -4,328.5% | +1,097.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling