+148.2%
CCEP vs REPL
-35.6%
+183.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.0% | -9.0% | -1.0% |
| 7D | +2.6% | +22.8% | -20.2% | +2.5% |
| 30D | +15.1% | +63.8% | -48.6% | +14.9% |
| 3M | +7.3% | +68.1% | -60.8% | +7.1% |
| 6M | +23.4% | +528.5% | -505.1% | +21.3% |
| YTD | +29.4% | +122.4% | -93.0% | +28.0% |
| 1Y | +34.2% | +154.4% | -120.1% | +32.4% |
| 3Y | +108.4% | +68.0% | +40.4% | +95.3% |
| All | +148.2% | -35.6% | +183.8% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling