+7,553.0%
CCEP vs RGEN
+1,634.9%
+5,918.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.1% |
| 7D | +2.6% | -1.9% | +4.5% | +2.6% |
| 30D | +15.1% | +3.7% | +11.4% | +15.0% |
| 3M | +7.3% | +8.8% | -1.5% | +7.0% |
| 6M | +23.4% | +38.0% | -14.5% | +22.2% |
| YTD | +29.4% | +5.9% | +23.5% | +28.9% |
| 1Y | +34.2% | +19.7% | +14.6% | +33.2% |
| 3Y | +108.4% | +20.5% | +87.8% | +105.6% |
| 5Y | +147.3% | -35.0% | +182.2% | +146.1% |
| 10Y | +301.3% | +540.9% | -239.6% | +278.7% |
| All | +7,553.0% | +1,634.9% | +5,918.1% | +5,735.1% |
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