+331.2%
RCL vs CCEP
+236.5%
+94.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.4% |
| 7D | -2.5% | -5.7% | +3.3% | +1.9% |
| 30D | -15.7% | -3.4% | -12.3% | -13.6% |
| 3M | -3.6% | +5.5% | -9.1% | -8.1% |
| 6M | -8.7% | +2.2% | -10.9% | -11.1% |
| YTD | -6.2% | +14.6% | -20.8% | -17.0% |
| 1Y | -22.9% | +18.9% | -41.8% | -33.9% |
| 3Y | +173.6% | +82.6% | +91.0% | +57.1% |
| 5Y | +226.6% | +107.0% | +119.6% | +65.6% |
| All | +331.2% | +236.5% | +94.7% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CCEP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling