+6,869.6%
CCEP vs RGEN
+1,576.0%
+5,293.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.1% |
| 7D | -3.1% | -4.9% | +1.9% | -2.9% |
| 30D | -2.6% | +5.7% | -8.3% | -2.8% |
| 3M | +14.9% | +32.4% | -17.5% | +14.0% |
| 6M | +2.3% | +33.2% | -30.9% | +1.3% |
| YTD | +17.8% | +2.3% | +15.6% | +17.5% |
| 1Y | +24.2% | +39.0% | -14.8% | +22.8% |
| 3Y | +84.7% | -4.6% | +89.4% | +83.3% |
| 5Y | +103.2% | -42.7% | +145.9% | +102.9% |
| 10Y | +257.4% | +433.6% | -176.2% | +238.7% |
| All | +6,869.6% | +1,576.0% | +5,293.6% | +5,222.3% |
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