+308.5%
ROST vs CCEP
+237.8%
+70.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.5% |
| 7D | -2.2% | -3.7% | +1.4% | -0.5% |
| 30D | -11.4% | -2.1% | -9.3% | -10.5% |
| 3M | -1.6% | +7.2% | -8.8% | -5.2% |
| 6M | +6.8% | +3.3% | +3.5% | +4.5% |
| YTD | +25.8% | +15.7% | +10.1% | +15.9% |
| 1Y | +52.4% | +16.6% | +35.8% | +39.5% |
| 3Y | +94.4% | +84.3% | +10.1% | +36.0% |
| 5Y | +108.2% | +109.0% | -0.8% | +32.8% |
| 10Y | +308.5% | +238.1% | +70.3% | +123.0% |
| All | +308.5% | +237.8% | +70.7% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling