+112.7%
ROST vs CCEP
+139.0%
-26.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +3.2% | +5.4% | -2.2% | +1.1% |
| 30D | +7.4% | +12.8% | -5.3% | +2.4% |
| 3M | -6.1% | +10.9% | -16.9% | -9.9% |
| 6M | +6.2% | +25.6% | -19.4% | -3.3% |
| YTD | +33.4% | +31.0% | +2.5% | +18.9% |
| 1Y | +48.8% | +32.3% | +16.5% | +32.0% |
| 3Y | +99.5% | +110.5% | -11.0% | +36.4% |
| 5Y | +112.7% | +141.8% | -29.1% | +31.0% |
| All | +112.7% | +139.0% | -26.3% | +31.0% |
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 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