-23.7%
ROP vs CCEP
+23.2%
-47.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -2.9% |
| 7D | -5.4% | -1.0% | -4.4% | -5.3% |
| 30D | -1.6% | -1.6% | 0.0% | -1.5% |
| 3M | +18.8% | +11.9% | +7.0% | +18.5% |
| 6M | +8.2% | +7.5% | +0.8% | +7.7% |
| YTD | -10.5% | +18.7% | -29.2% | -11.7% |
| 1Y | -23.7% | +21.4% | -45.1% | -24.8% |
| All | -23.7% | +23.2% | -47.0% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling