+148.2%
CCEP vs RBA
+37.7%
+110.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | +2.6% | +4.3% | -1.7% | +2.0% |
| 30D | +15.1% | +16.3% | -1.2% | +12.6% |
| 3M | +7.3% | +1.3% | +6.0% | +6.9% |
| 6M | +23.4% | -11.1% | +34.5% | +24.7% |
| YTD | +29.4% | -8.5% | +37.9% | +29.4% |
| 1Y | +34.2% | -2.1% | +36.4% | +32.6% |
| 3Y | +108.4% | +44.6% | +63.8% | +91.6% |
| All | +148.2% | +37.7% | +110.5% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling