+108.4%
CCEP vs RL
+240.1%
-131.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | +2.6% | -4.2% | +6.7% | +2.9% |
| 30D | +15.1% | +4.3% | +10.9% | +14.6% |
| 3M | +7.3% | -4.6% | +11.9% | +7.5% |
| 6M | +23.4% | +1.7% | +21.7% | +22.8% |
| YTD | +29.4% | +7.3% | +22.1% | +28.1% |
| 1Y | +34.2% | +20.8% | +13.4% | +32.0% |
| 3Y | +108.4% | +247.0% | -138.6% | +106.0% |
| All | +108.4% | +240.1% | -131.7% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling