+107.2%
CCEP vs RL
+238.1%
-130.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.5% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | -2.6% | -7.8% | +5.2% | -1.1% |
| 3M | +14.9% | -4.0% | +18.9% | +15.5% |
| 6M | +2.3% | -1.9% | +4.1% | +2.0% |
| YTD | +17.8% | -0.2% | +18.0% | +16.9% |
| 1Y | +24.2% | +10.7% | +13.5% | +20.3% |
| 3Y | +84.7% | +210.8% | -126.0% | +30.4% |
| All | +107.2% | +238.1% | -130.9% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling