+29,271.4%
ROP vs CCEP
+8,365.0%
+20,906.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.7% |
| 7D | +2.1% | +2.6% | -0.4% | +1.5% |
| 30D | +32.9% | +15.1% | +17.8% | +28.3% |
| 3M | +20.3% | +7.3% | +13.0% | +18.2% |
| 6M | +36.8% | +23.4% | +13.3% | +29.5% |
| YTD | +8.1% | +29.4% | -21.3% | +0.7% |
| 1Y | +8.3% | +34.2% | -26.0% | -0.1% |
| 3Y | -3.2% | +108.4% | -111.6% | -20.7% |
| 5Y | +1.7% | +147.3% | -145.5% | -21.0% |
| 10Y | +199.2% | +301.3% | -102.1% | +99.2% |
| All | +29,271.4% | +8,365.0% | +20,906.4% | +7,870.1% |
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