+32.8%
CCEP vs RNG
+176.7%
-143.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | +2.1% | +4.6% | -2.5% | +2.1% |
| 30D | +10.6% | +0.4% | +10.2% | +10.5% |
| 3M | +10.3% | +11.4% | -1.1% | +10.0% |
| 6M | +31.1% | +95.7% | -64.6% | +29.9% |
| YTD | +32.1% | +162.9% | -130.8% | +29.4% |
| 1Y | +32.8% | +180.3% | -147.4% | +26.0% |
| All | +32.8% | +176.7% | -143.9% | +26.0% |
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