+4,261.0%
CCEP vs RY
+11,266.1%
-7,005.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.1% | +2.5% |
| 7D | +5.7% | -1.1% | +6.8% | +6.2% |
| 30D | +15.3% | +4.4% | +10.9% | +13.1% |
| 3M | +8.0% | -2.9% | +11.0% | +9.3% |
| 6M | +26.7% | +15.6% | +11.2% | +18.8% |
| YTD | +30.7% | +21.8% | +8.9% | +19.6% |
| 1Y | +36.5% | +42.6% | -6.0% | +16.7% |
| 3Y | +111.1% | +160.9% | -49.8% | +37.6% |
| 5Y | +149.7% | +126.1% | +23.6% | +72.6% |
| 10Y | +305.3% | +371.7% | -66.4% | +107.5% |
| All | +4,261.0% | +11,266.1% | -7,005.0% | +805.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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