+183.6%
ROP vs CCEP
+299.9%
-116.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.4% |
| 7D | -1.6% | +1.7% | -3.3% | -2.1% |
| 30D | +29.5% | +12.7% | +16.8% | +25.2% |
| 3M | +17.5% | +8.5% | +9.0% | +14.7% |
| 6M | +38.1% | +25.6% | +12.5% | +29.1% |
| YTD | +7.0% | +30.9% | -23.9% | -1.8% |
| 1Y | +6.5% | +32.0% | -25.4% | -2.5% |
| 3Y | -5.5% | +110.9% | -116.4% | -25.5% |
| 5Y | -0.4% | +138.5% | -138.8% | -25.4% |
| 10Y | +183.6% | +302.3% | -118.7% | +86.2% |
| All | +183.6% | +299.9% | -116.3% | +86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling