+341.2%
ROK vs CCEP
+236.5%
+104.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -1.6% | -5.7% | +4.1% | +0.4% |
| 30D | -5.4% | -3.4% | -2.0% | -4.4% |
| 3M | -4.0% | +5.5% | -9.5% | -6.1% |
| 6M | +13.3% | +2.2% | +11.1% | +11.9% |
| YTD | +9.3% | +14.6% | -5.3% | +3.2% |
| 1Y | +25.8% | +18.9% | +6.9% | +16.8% |
| 3Y | +49.1% | +82.6% | -33.5% | +16.0% |
| 5Y | +45.9% | +107.0% | -61.1% | +6.5% |
| All | +341.2% | +236.5% | +104.7% | +191.1% |
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 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