+252.1%
ROIV vs CCEP
+198.7%
+53.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.6% |
| 7D | -2.4% | +5.7% | -8.1% | -4.2% |
| 30D | +3.1% | +15.3% | -12.3% | -1.9% |
| 3M | +5.8% | +8.0% | -2.2% | +2.9% |
| 6M | +29.3% | +26.7% | +2.6% | +18.3% |
| YTD | +68.8% | +30.7% | +38.1% | +52.4% |
| 1Y | +81.0% | +36.5% | +44.5% | +60.8% |
| 3Y | +294.6% | +111.1% | +183.5% | +194.5% |
| 5Y | +373.1% | +149.7% | +223.4% | +222.6% |
| All | +252.1% | +198.7% | +53.4% | +138.0% |
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