+302.3%
CCEP vs RL
+397.7%
-95.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.7% | -0.3% |
| 7D | +1.7% | +0.2% | +1.4% | +1.4% |
| 30D | +12.7% | +7.3% | +5.4% | +10.4% |
| 3M | +8.5% | +1.0% | +7.5% | +7.9% |
| 6M | +25.6% | +11.8% | +13.8% | +20.9% |
| YTD | +30.9% | +13.6% | +17.3% | +25.0% |
| 1Y | +32.0% | +24.0% | +7.9% | +22.9% |
| 3Y | +110.9% | +256.6% | -145.6% | +37.9% |
| 5Y | +138.5% | +240.2% | -101.8% | +53.2% |
| 10Y | +302.3% | +373.0% | -70.6% | +112.5% |
| All | +302.3% | +397.7% | -95.3% | +112.5% |
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