+81.2%
CCEP vs RNG
+122.1%
-40.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -3.7% | -4.1% | +0.4% | -3.6% |
| 30D | -2.1% | +8.6% | -10.7% | -2.2% |
| 3M | +7.2% | +78.0% | -70.8% | +6.2% |
| 6M | +3.3% | +67.0% | -63.8% | +2.2% |
| YTD | +15.7% | +142.4% | -126.7% | +13.5% |
| 1Y | +16.6% | +120.4% | -103.9% | +14.5% |
| All | +81.2% | +122.1% | -40.9% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling