+214.9%
ROL vs CCEP
+299.9%
-85.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.8% |
| 7D | +7.5% | +1.7% | +5.9% | +7.0% |
| 30D | +21.1% | +12.7% | +8.4% | +17.3% |
| 3M | +3.1% | +8.5% | -5.3% | +0.8% |
| 6M | -27.4% | +25.6% | -53.0% | -31.8% |
| YTD | -34.7% | +30.9% | -65.6% | -39.4% |
| 1Y | -32.9% | +32.0% | -64.9% | -37.9% |
| 3Y | +6.1% | +110.9% | -104.8% | -12.8% |
| 5Y | +16.3% | +138.5% | -122.1% | -8.1% |
| 10Y | +214.9% | +302.3% | -87.5% | +123.1% |
| All | +214.9% | +299.9% | -85.1% | +123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling