+235.9%
ROIV vs CCEP
+169.3%
+66.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.5% |
| 7D | +0.6% | -3.1% | +3.7% | +1.6% |
| 30D | +1.0% | -2.6% | +3.6% | +1.7% |
| 3M | +18.3% | +14.9% | +3.4% | +12.0% |
| 6M | +18.3% | +2.3% | +16.1% | +16.7% |
| YTD | +61.0% | +17.8% | +43.1% | +50.7% |
| 1Y | +177.9% | +24.2% | +153.7% | +154.7% |
| 3Y | +199.1% | +84.7% | +114.3% | +133.4% |
| 5Y | +250.7% | +103.2% | +147.5% | +148.5% |
| All | +235.9% | +169.3% | +66.6% | +135.3% |
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