+74,203.8%
ROST vs CCEP
+7,667.7%
+66,536.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.8% | +1.8% | -3.6% | -2.3% |
| 30D | +6.8% | +12.2% | -5.3% | +3.5% |
| 3M | -4.0% | +10.7% | -14.7% | -6.7% |
| 6M | +12.9% | +27.5% | -14.6% | +5.5% |
| YTD | +34.7% | +31.3% | +3.4% | +24.6% |
| 1Y | +49.5% | +29.9% | +19.6% | +38.7% |
| 3Y | +101.5% | +111.1% | -9.6% | +62.2% |
| 5Y | +120.7% | +142.3% | -21.7% | +70.2% |
| 10Y | +317.8% | +335.5% | -17.6% | +178.8% |
| All | +74,203.8% | +7,667.7% | +66,536.1% | +24,142.4% |
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