-5.2%
ROP vs CCEP
+113.9%
-119.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | +0.7% | +2.1% | -1.4% | +0.1% |
| 30D | +28.8% | +10.6% | +18.2% | +25.5% |
| 3M | +21.1% | +10.3% | +10.7% | +18.0% |
| 6M | +52.5% | +31.1% | +21.5% | +43.3% |
| YTD | +8.9% | +32.1% | -23.3% | +1.1% |
| 1Y | +8.2% | +32.8% | -24.6% | +0.3% |
| 3Y | -5.2% | +111.3% | -116.5% | -21.9% |
| All | -5.2% | +113.9% | -119.0% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling