+20.5%
CCEP vs REPL
+141.0%
-120.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -3.1% |
| 7D | -3.1% | -3.0% | -0.1% | -3.1% |
| 30D | -2.6% | +27.1% | -29.7% | -2.3% |
| 3M | +14.9% | +52.4% | -37.4% | +16.5% |
| 6M | +2.3% | +107.4% | -105.2% | +4.1% |
| YTD | +17.8% | +54.7% | -36.9% | +20.0% |
| All | +20.5% | +141.0% | -120.5% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling