+82.9%
ROKU vs CCEP
+82.6%
+0.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -2.6% | -5.7% | +3.1% | -1.6% |
| 30D | +2.1% | -3.4% | +5.5% | +2.8% |
| 3M | +31.8% | +5.5% | +26.3% | +30.5% |
| 6M | +53.3% | +2.2% | +51.1% | +52.2% |
| YTD | +42.1% | +14.6% | +27.4% | +38.5% |
| 1Y | +62.3% | +18.9% | +43.4% | +57.0% |
| All | +82.9% | +82.6% | +0.3% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling