+336.9%
CCEP vs RL
+342.1%
-5.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.3% | +2.4% | -2.7% | -1.0% |
| 30D | +11.0% | +4.6% | +6.4% | +9.5% |
| 3M | +9.2% | -1.1% | +10.3% | +9.2% |
| 6M | +27.2% | +16.5% | +10.7% | +21.1% |
| YTD | +30.3% | +11.4% | +18.9% | +24.9% |
| 1Y | +28.7% | +16.1% | +12.6% | +21.8% |
| 3Y | +109.4% | +252.6% | -143.2% | +36.4% |
| 5Y | +144.1% | +244.9% | -100.8% | +55.1% |
| All | +336.9% | +342.1% | -5.2% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling