-37.9%
ROL vs CCEP
+23.2%
-61.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.8% |
| 7D | -3.4% | -1.0% | -2.5% | -3.1% |
| 30D | -6.9% | -1.6% | -5.3% | -6.5% |
| 3M | -24.6% | +11.9% | -36.5% | -27.6% |
| 6M | -39.5% | +7.5% | -47.0% | -41.2% |
| YTD | -41.1% | +18.7% | -59.8% | -44.7% |
| 1Y | -37.9% | +21.4% | -59.3% | -42.0% |
| All | -37.9% | +23.2% | -61.2% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling