+107.2%
CCEP vs RBA
+45.3%
+61.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -3.1% | -2.9% | -0.1% | -2.6% |
| 30D | -2.6% | -12.3% | +9.7% | -0.8% |
| 3M | +14.9% | -20.5% | +35.5% | +18.3% |
| 6M | +2.3% | -18.5% | +20.8% | +4.7% |
| YTD | +17.8% | -18.2% | +36.1% | +20.0% |
| 1Y | +24.2% | -27.5% | +51.7% | +29.1% |
| 3Y | +84.7% | +38.1% | +46.7% | +70.0% |
| All | +107.2% | +45.3% | +61.9% | +84.2% |
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