+142.3%
CCEP vs RNG
-74.0%
+216.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.2% | +0.1% |
| 7D | +1.8% | -3.5% | +5.3% | +2.0% |
| 30D | +12.2% | -3.8% | +15.9% | +12.3% |
| 3M | +10.7% | +18.6% | -7.9% | +9.3% |
| 6M | +27.5% | +69.2% | -41.7% | +22.6% |
| YTD | +31.3% | +161.9% | -130.5% | +21.5% |
| 1Y | +29.9% | +176.2% | -146.3% | +19.7% |
| 3Y | +111.1% | +174.5% | -63.4% | +89.9% |
| 5Y | +142.3% | -71.9% | +214.3% | +168.3% |
| All | +142.3% | -74.0% | +216.3% | +168.3% |
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