+7,646.6%
CCEP vs RJF
+47,157.8%
-39,511.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +5.4% | +4.0% | +1.4% | +4.4% |
| 30D | +12.8% | +6.1% | +6.6% | +11.1% |
| 3M | +10.9% | -5.8% | +16.7% | +12.4% |
| 6M | +25.6% | +9.7% | +15.9% | +22.6% |
| YTD | +31.0% | +6.2% | +24.8% | +28.3% |
| 1Y | +32.3% | +5.3% | +27.0% | +29.7% |
| 3Y | +110.5% | +74.4% | +36.1% | +79.7% |
| 5Y | +141.8% | +81.6% | +60.2% | +102.2% |
| 10Y | +341.1% | +333.6% | +7.6% | +193.6% |
| All | +7,646.6% | +47,157.8% | -39,511.2% | +1,841.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling