+253.8%
CCEP vs REPL
+36.8%
+217.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +2.1% | +1.2% | +0.9% | +2.1% |
| 30D | +10.6% | +92.2% | -81.6% | +9.2% |
| 3M | +10.3% | +44.1% | -33.8% | +9.5% |
| 6M | +31.1% | +313.0% | -281.9% | +25.4% |
| YTD | +32.1% | +125.2% | -93.1% | +26.1% |
| 1Y | +32.8% | +143.8% | -110.9% | +26.4% |
| 3Y | +111.3% | +104.2% | +7.1% | +82.3% |
| 5Y | +147.5% | -34.5% | +182.0% | +126.3% |
| All | +253.8% | +36.8% | +217.0% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling