+4.7%
ROL vs CCEP
+113.9%
-109.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.0% |
| 7D | +3.0% | +2.1% | +0.9% | +2.2% |
| 30D | +19.8% | +10.6% | +9.2% | +15.2% |
| 3M | +7.9% | +10.3% | -2.4% | +3.8% |
| 6M | -25.6% | +31.1% | -56.7% | -32.7% |
| YTD | -34.1% | +32.1% | -66.3% | -40.7% |
| 1Y | -31.4% | +32.8% | -64.2% | -38.4% |
| 3Y | +4.7% | +111.3% | -106.7% | -17.7% |
| All | +4.7% | +113.9% | -109.2% | -17.7% |
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 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