+248.9%
CCEP vs REPL
+37.4%
+211.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -0.3% | +9.8% | -10.1% | -0.5% |
| 30D | +11.0% | +81.5% | -70.5% | +9.7% |
| 3M | +9.2% | +44.2% | -35.0% | +8.4% |
| 6M | +27.2% | +437.4% | -410.2% | +20.6% |
| YTD | +30.3% | +126.1% | -95.8% | +24.3% |
| 1Y | +28.7% | +143.1% | -114.5% | +22.4% |
| 3Y | +109.4% | +97.8% | +11.6% | +81.1% |
| 5Y | +144.1% | -34.3% | +178.4% | +123.1% |
| All | +248.9% | +37.4% | +211.5% | +176.7% |
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