+332.4%
RCL vs CCEP
+239.6%
+92.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | +0.1% |
| 7D | -2.2% | -3.7% | +1.5% | +0.5% |
| 30D | -15.7% | -2.1% | -13.6% | -14.5% |
| 3M | -8.0% | +7.2% | -15.1% | -13.3% |
| 6M | -10.1% | +3.3% | -13.4% | -13.2% |
| YTD | -5.9% | +15.7% | -21.6% | -17.3% |
| 1Y | -23.5% | +16.6% | -40.0% | -33.4% |
| 3Y | +174.4% | +84.3% | +90.1% | +56.5% |
| 5Y | +227.1% | +109.0% | +118.1% | +64.7% |
| All | +332.4% | +239.6% | +92.9% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling