+1,082.5%
CCEP vs RBA
+4,118.8%
-3,036.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +5.4% | +3.2% | +2.2% | +4.8% |
| 30D | +12.8% | +12.0% | +0.7% | +10.3% |
| 3M | +10.9% | +2.9% | +8.0% | +10.0% |
| 6M | +25.6% | -6.3% | +31.9% | +26.2% |
| YTD | +31.0% | -5.9% | +36.9% | +30.9% |
| 1Y | +32.3% | -3.9% | +36.1% | +31.6% |
| 3Y | +110.5% | +64.9% | +45.6% | +86.8% |
| 5Y | +141.8% | +48.5% | +93.3% | +114.9% |
| 10Y | +341.1% | +211.8% | +129.3% | +229.2% |
| All | +1,082.5% | +4,118.8% | -3,036.3% | +586.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling