+111.3%
CCEP vs RRC
+60.0%
+51.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +2.1% | +6.4% | -4.3% | +2.0% |
| 30D | +10.6% | +23.9% | -13.3% | +10.1% |
| 3M | +10.3% | +30.2% | -19.9% | +9.7% |
| 6M | +31.1% | +26.3% | +4.8% | +30.5% |
| YTD | +32.1% | +48.1% | -16.0% | +30.4% |
| 1Y | +32.8% | +37.7% | -4.8% | +31.5% |
| 3Y | +111.3% | +60.3% | +51.0% | +100.9% |
| All | +111.3% | +60.0% | +51.4% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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