+561.0%
ROKU vs CCEP
+234.3%
+326.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -0.1% | -1.0% | +0.9% | +0.2% |
| 30D | +1.5% | -1.6% | +3.1% | +2.0% |
| 3M | +25.7% | +11.9% | +13.8% | +20.6% |
| 6M | +54.5% | +7.5% | +47.0% | +49.9% |
| YTD | +43.2% | +18.7% | +24.5% | +33.5% |
| 1Y | +56.3% | +21.4% | +34.9% | +44.2% |
| 3Y | +86.1% | +89.1% | -3.0% | +41.3% |
| 5Y | -53.6% | +108.7% | -162.3% | -66.6% |
| All | +561.0% | +234.3% | +326.8% | +291.4% |
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