+15,354.0%
ROK vs CCEP
+6,869.6%
+8,484.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.2% |
| 7D | +0.7% | -3.1% | +3.7% | +1.6% |
| 30D | -3.3% | -2.6% | -0.7% | -2.7% |
| 3M | -5.9% | +14.9% | -20.8% | -9.8% |
| 6M | +13.9% | +2.3% | +11.6% | +12.7% |
| YTD | +12.6% | +17.8% | -5.3% | +6.7% |
| 1Y | +28.6% | +24.2% | +4.4% | +19.8% |
| 3Y | +45.1% | +84.7% | -39.6% | +19.6% |
| 5Y | +45.6% | +103.2% | -57.6% | +15.7% |
| 10Y | +345.0% | +257.4% | +87.7% | +193.2% |
| All | +15,354.0% | +6,869.6% | +8,484.4% | +5,151.9% |
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 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