+112.0%
ROST vs CCEP
+108.6%
+3.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.7% |
| 7D | +0.2% | -1.0% | +1.2% | +0.6% |
| 30D | -10.0% | -1.6% | -8.4% | -9.4% |
| 3M | +1.2% | +11.9% | -10.6% | -3.2% |
| 6M | +8.9% | +7.5% | +1.5% | +5.6% |
| YTD | +28.1% | +18.7% | +9.3% | +19.0% |
| 1Y | +53.0% | +21.4% | +31.6% | +40.5% |
| 3Y | +97.9% | +89.1% | +8.7% | +43.1% |
| 5Y | +112.0% | +108.7% | +3.3% | +35.7% |
| All | +112.0% | +108.6% | +3.4% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling