+85.8%
CCEP vs RBA
+36.9%
+48.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -3.1% | -2.9% | -0.1% | -2.8% |
| 30D | -2.6% | -12.3% | +9.7% | -1.4% |
| 3M | +14.9% | -20.5% | +35.5% | +17.1% |
| 6M | +2.3% | -18.5% | +20.8% | +3.7% |
| YTD | +17.8% | -18.2% | +36.1% | +18.8% |
| 1Y | +24.2% | -27.5% | +51.7% | +27.4% |
| All | +85.8% | +36.9% | +48.9% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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