+7,646.6%
CCEP vs RGEN
+1,639.8%
+6,006.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +0.1% |
| 7D | +5.4% | -2.4% | +7.8% | +5.4% |
| 30D | +12.8% | +0.1% | +12.7% | +12.7% |
| 3M | +10.9% | +6.6% | +4.2% | +10.6% |
| 6M | +25.6% | +40.9% | -15.3% | +24.3% |
| YTD | +31.0% | +6.2% | +24.8% | +30.4% |
| 1Y | +32.3% | +19.4% | +12.8% | +31.3% |
| 3Y | +110.5% | +17.9% | +92.6% | +107.8% |
| 5Y | +141.8% | -34.0% | +175.8% | +140.6% |
| 10Y | +341.1% | +453.9% | -112.8% | +317.5% |
| All | +7,646.6% | +1,639.8% | +6,006.8% | +5,805.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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