+36.8%
CCEP vs RL
+34.3%
+2.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.5% | -0.6% | +2.9% |
| 7D | +4.2% | +5.8% | -1.5% | +3.0% |
| 30D | +14.2% | +12.7% | +1.4% | +11.4% |
| 3M | +9.1% | +9.3% | -0.2% | +6.8% |
| 6M | +26.9% | +16.9% | +9.9% | +22.4% |
| YTD | +29.1% | +17.5% | +11.6% | +23.6% |
| 1Y | +36.8% | +34.6% | +2.1% | +26.6% |
| All | +36.8% | +34.3% | +2.4% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling