+13,770.5%
ROK vs CCEP
+7,642.7%
+6,127.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.3% |
| 7D | -11.5% | +1.7% | -13.2% | -12.1% |
| 30D | -10.0% | +12.7% | -22.7% | -13.3% |
| 3M | -11.4% | +8.5% | -19.9% | -13.9% |
| 6M | -13.7% | +25.6% | -39.3% | -19.7% |
| YTD | +1.0% | +30.9% | -29.9% | -7.4% |
| 1Y | +5.6% | +32.0% | -26.3% | -3.5% |
| 3Y | +59.1% | +110.9% | -51.9% | +25.8% |
| 5Y | +26.1% | +138.5% | -112.3% | -4.4% |
| 10Y | +266.4% | +302.3% | -35.9% | +132.5% |
| All | +13,770.5% | +7,642.7% | +6,127.9% | +4,456.1% |
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 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