+46.4%
ROK vs CCEP
+108.6%
-62.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +2.8% | -1.0% | +3.8% | +3.1% |
| 30D | -2.4% | -1.6% | -0.8% | -1.9% |
| 3M | -4.7% | +11.9% | -16.6% | -8.7% |
| 6M | +16.8% | +7.5% | +9.3% | +13.3% |
| YTD | +11.4% | +18.7% | -7.4% | +3.8% |
| 1Y | +26.2% | +21.4% | +4.8% | +16.2% |
| 3Y | +51.9% | +89.1% | -37.3% | +13.6% |
| 5Y | +46.4% | +108.7% | -62.3% | +3.9% |
| All | +46.4% | +108.6% | -62.2% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling