+24.2%
CCEP vs RNG
+144.7%
-120.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -3.0% |
| 7D | -3.1% | +5.8% | -8.8% | -3.1% |
| 30D | -2.6% | +19.6% | -22.2% | -2.8% |
| 3M | +14.9% | +67.0% | -52.1% | +13.8% |
| 6M | +2.3% | +88.4% | -86.1% | +1.2% |
| YTD | +17.8% | +155.5% | -137.6% | +15.2% |
| 1Y | +24.2% | +141.7% | -117.5% | +20.8% |
| All | +24.2% | +144.7% | -120.5% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling