+5,843.1%
RCL vs CCEP
+9,149.0%
-3,305.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.5% |
| 7D | +5.0% | +1.7% | +3.3% | +4.2% |
| 30D | +19.4% | +12.7% | +6.7% | +12.9% |
| 3M | +5.9% | +8.5% | -2.6% | +1.7% |
| 6M | +23.8% | +25.6% | -1.8% | +10.6% |
| YTD | +22.8% | +30.9% | -8.1% | +7.4% |
| 1Y | +34.3% | +32.0% | +2.3% | +17.0% |
| 3Y | +276.4% | +110.9% | +165.5% | +159.0% |
| 5Y | +281.6% | +138.5% | +143.1% | +149.4% |
| 10Y | +379.0% | +302.3% | +76.7% | +159.3% |
| All | +5,843.1% | +9,149.0% | -3,305.9% | +1,420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling