+52.4%
ROST vs CCEP
+18.5%
+33.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.1% |
| 7D | -2.2% | -3.7% | +1.4% | -1.3% |
| 30D | -11.4% | -2.1% | -9.3% | -10.9% |
| 3M | -1.6% | +7.2% | -8.8% | -2.9% |
| 6M | +6.8% | +3.3% | +3.5% | +5.6% |
| YTD | +25.8% | +15.7% | +10.1% | +23.1% |
| 1Y | +52.4% | +16.6% | +35.8% | +49.6% |
| All | +52.4% | +18.5% | +33.9% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling