+29,339.2%
ROP vs CCEP
+8,491.9%
+20,847.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -2.9% | +1.8% | -4.7% | -3.4% |
| 30D | +30.1% | +12.2% | +17.9% | +26.4% |
| 3M | +19.9% | +10.7% | +9.2% | +16.8% |
| 6M | +46.0% | +27.5% | +18.5% | +37.2% |
| YTD | +8.4% | +31.3% | -23.0% | +0.5% |
| 1Y | +8.8% | +29.9% | -21.1% | +1.2% |
| 3Y | -5.6% | +111.1% | -116.7% | -22.9% |
| 5Y | +3.0% | +142.3% | -139.3% | -19.6% |
| 10Y | +184.0% | +335.5% | -151.5% | +85.6% |
| All | +29,339.2% | +8,491.9% | +20,847.3% | +7,857.9% |
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 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