+251.7%
CCEP vs REPL
+36.1%
+215.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +0.4% |
| 7D | +1.8% | +5.3% | -3.5% | +1.6% |
| 30D | +12.2% | +66.6% | -54.5% | +11.1% |
| 3M | +10.7% | +59.6% | -48.9% | +9.6% |
| 6M | +27.5% | +482.4% | -454.9% | +20.6% |
| YTD | +31.3% | +124.1% | -92.7% | +25.3% |
| 1Y | +29.9% | +138.6% | -108.7% | +23.7% |
| 3Y | +111.1% | +96.0% | +15.1% | +82.6% |
| 5Y | +142.3% | -35.4% | +177.7% | +121.7% |
| All | +251.7% | +36.1% | +215.6% | +178.9% |
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