+24,936.4%
ROP vs CCEP
+7,609.1%
+17,327.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -2.8% |
| 7D | -4.4% | -3.1% | -1.4% | -3.7% |
| 30D | +3.2% | -2.6% | +5.8% | +3.9% |
| 3M | +23.1% | +14.9% | +8.1% | +18.8% |
| 6M | +13.3% | +2.3% | +11.0% | +12.3% |
| YTD | -7.9% | +17.8% | -25.7% | -12.1% |
| 1Y | -22.1% | +24.2% | -46.3% | -26.7% |
| 3Y | -16.8% | +84.7% | -101.5% | -29.7% |
| 5Y | -13.5% | +103.2% | -116.7% | -29.5% |
| 10Y | +137.7% | +257.4% | -119.7% | +62.8% |
| All | +24,936.4% | +7,609.1% | +17,327.3% | +6,856.1% |
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