+32.2%
CCEP vs REPL
+163.1%
-130.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +1.2% |
| 7D | +1.7% | +14.2% | -12.6% | +1.9% |
| 30D | +12.7% | +65.9% | -53.2% | +13.8% |
| 3M | +8.5% | +84.6% | -76.1% | +9.8% |
| 6M | +25.6% | +446.9% | -421.4% | +30.6% |
| YTD | +30.9% | +129.0% | -98.1% | +35.2% |
| All | +32.2% | +163.1% | -130.9% | +35.6% |
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