+9,030.3%
ROL vs CCEP
+6,869.6%
+2,160.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.2% |
| 7D | -1.4% | -3.1% | +1.6% | -0.7% |
| 30D | -4.1% | -2.6% | -1.5% | -3.5% |
| 3M | -22.5% | +14.9% | -37.4% | -25.1% |
| 6M | -37.7% | +2.3% | -39.9% | -38.1% |
| YTD | -39.6% | +17.8% | -57.4% | -42.0% |
| 1Y | -36.0% | +24.2% | -60.2% | -39.4% |
| 3Y | -5.1% | +84.7% | -89.9% | -18.5% |
| 5Y | -3.4% | +103.2% | -106.6% | -19.8% |
| 10Y | +215.2% | +257.4% | -42.1% | +121.4% |
| All | +9,030.3% | +6,869.6% | +2,160.6% | +3,469.0% |
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 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