-53.1%
ROKU vs CCEP
+105.7%
-158.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -2.6% | -5.7% | +3.1% | +0.1% |
| 30D | +2.1% | -3.4% | +5.5% | +3.8% |
| 3M | +31.8% | +5.5% | +26.3% | +28.1% |
| 6M | +53.3% | +2.2% | +51.1% | +50.8% |
| YTD | +42.1% | +14.6% | +27.4% | +31.1% |
| 1Y | +62.3% | +18.9% | +43.4% | +46.4% |
| 3Y | +84.6% | +82.6% | +2.0% | +19.8% |
| 5Y | -53.1% | +107.0% | -160.0% | -73.7% |
| All | -53.1% | +105.7% | -158.7% | -73.7% |
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