+230.4%
CCEP vs RJF
+429.5%
-199.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -5.7% | -4.2% | -1.6% | -4.4% |
| 30D | -3.4% | -3.6% | +0.2% | -2.2% |
| 3M | +5.5% | +15.6% | -10.1% | +0.3% |
| 6M | +2.2% | +17.6% | -15.4% | -3.6% |
| YTD | +14.6% | +9.2% | +5.4% | +10.3% |
| 1Y | +18.9% | +5.5% | +13.4% | +15.5% |
| 3Y | +82.6% | +70.3% | +12.3% | +43.9% |
| 5Y | +107.0% | +106.0% | +1.0% | +47.5% |
| All | +230.4% | +429.5% | -199.1% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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