+141.8%
CCEP vs RJF
+81.1%
+60.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +5.4% | +4.0% | +1.4% | +4.3% |
| 30D | +12.8% | +6.1% | +6.6% | +11.0% |
| 3M | +10.9% | -5.8% | +16.7% | +12.4% |
| 6M | +25.6% | +9.7% | +15.9% | +22.5% |
| YTD | +31.0% | +6.2% | +24.8% | +28.0% |
| 1Y | +32.3% | +5.3% | +27.0% | +29.5% |
| 3Y | +110.5% | +74.4% | +36.1% | +69.2% |
| 5Y | +141.8% | +81.6% | +60.2% | +81.0% |
| All | +141.8% | +81.1% | +60.7% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling