+6,869.6%
CCEP vs RJF
+49,848.3%
-42,978.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.6% | -2.7% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | -2.6% | -1.3% | -1.3% | -2.3% |
| 3M | +14.9% | +18.9% | -3.9% | +10.2% |
| 6M | +2.3% | +15.0% | -12.8% | -1.3% |
| YTD | +17.8% | +12.2% | +5.6% | +14.0% |
| 1Y | +24.2% | +5.6% | +18.6% | +21.7% |
| 3Y | +84.7% | +74.9% | +9.9% | +57.6% |
| 5Y | +103.2% | +106.6% | -3.5% | +64.8% |
| 10Y | +257.4% | +433.1% | -175.7% | +126.9% |
| All | +6,869.6% | +49,848.3% | -42,978.7% | +1,625.0% |
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 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