+9,562.4%
ROL vs CCEP
+7,553.0%
+2,009.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | +9.5% | +2.6% | +6.9% | +8.8% |
| 30D | +22.9% | +15.1% | +7.8% | +18.9% |
| 3M | +3.5% | +7.3% | -3.7% | +1.8% |
| 6M | -29.4% | +23.4% | -52.8% | -32.9% |
| YTD | -36.1% | +29.4% | -65.5% | -40.0% |
| 1Y | -34.4% | +34.2% | -68.6% | -39.0% |
| 3Y | +4.0% | +108.4% | -104.3% | -13.1% |
| 5Y | +13.2% | +147.3% | -134.0% | -10.2% |
| 10Y | +219.7% | +301.3% | -81.7% | +118.4% |
| All | +9,562.4% | +7,553.0% | +2,009.4% | +3,592.6% |
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