+110.1%
CCEP vs REPL
+96.7%
+13.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +0.2% |
| 7D | +1.8% | +5.3% | -3.5% | +1.8% |
| 30D | +12.2% | +66.6% | -54.5% | +12.5% |
| 3M | +10.7% | +59.6% | -48.9% | +11.0% |
| 6M | +27.5% | +482.4% | -454.9% | +28.6% |
| YTD | +31.3% | +124.1% | -92.7% | +32.6% |
| 1Y | +29.9% | +138.6% | -108.7% | +31.1% |
| All | +110.1% | +96.7% | +13.3% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling