+332.8%
CCEP vs RACE
+670.3%
-337.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.9% |
| 7D | +5.7% | +5.7% | +0.1% | +4.0% |
| 30D | +15.3% | +9.3% | +6.0% | +12.4% |
| 3M | +8.0% | +3.8% | +4.2% | +6.7% |
| 6M | +26.7% | +29.8% | -3.1% | +17.0% |
| YTD | +30.7% | +15.6% | +15.1% | +24.0% |
| 1Y | +36.5% | +5.1% | +31.5% | +33.1% |
| 3Y | +111.1% | +30.8% | +80.3% | +85.4% |
| 5Y | +149.7% | +67.4% | +82.3% | +97.4% |
| 10Y | +305.3% | +793.6% | -488.3% | +114.1% |
| All | +332.8% | +670.3% | -337.6% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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