-0.5%
ROL vs CCEP
+105.1%
-105.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.3% |
| 7D | -1.4% | -3.1% | +1.6% | -0.6% |
| 30D | -4.1% | -2.6% | -1.5% | -3.4% |
| 3M | -22.5% | +14.9% | -37.4% | -25.6% |
| 6M | -37.7% | +2.3% | -39.9% | -38.2% |
| YTD | -39.6% | +17.8% | -57.4% | -42.5% |
| 1Y | -36.0% | +24.2% | -60.2% | -40.0% |
| 3Y | -5.1% | +84.7% | -89.9% | -19.6% |
| All | -0.5% | +105.1% | -105.6% | -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 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