+109.0%
CCEP vs RNG
-70.2%
+179.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -3.7% | -4.1% | +0.4% | -3.4% |
| 30D | -2.1% | +8.6% | -10.7% | -2.6% |
| 3M | +7.2% | +78.0% | -70.8% | +3.3% |
| 6M | +3.3% | +67.0% | -63.8% | -0.5% |
| YTD | +15.7% | +142.4% | -126.7% | +8.1% |
| 1Y | +16.6% | +120.4% | -103.9% | +9.4% |
| 3Y | +84.3% | +122.1% | -37.9% | +69.6% |
| 5Y | +109.0% | -69.8% | +178.9% | +116.8% |
| All | +109.0% | -70.2% | +179.2% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling