+1,718.7%
CCEP vs RL
+1,573.0%
+145.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +5.4% | +1.3% | +4.0% | +5.0% |
| 30D | +12.8% | +7.6% | +5.1% | +10.9% |
| 3M | +10.9% | -1.5% | +12.4% | +11.0% |
| 6M | +25.6% | +12.1% | +13.6% | +21.8% |
| YTD | +31.0% | +13.9% | +17.1% | +26.1% |
| 1Y | +32.3% | +20.7% | +11.6% | +25.6% |
| 3Y | +110.5% | +260.6% | -150.0% | +52.4% |
| 5Y | +141.8% | +248.9% | -107.0% | +73.1% |
| 10Y | +341.1% | +355.9% | -14.8% | +182.8% |
| All | +1,718.7% | +1,573.0% | +145.7% | +775.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling