+108.4%
CCEP vs RRC
+36.3%
+72.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.9% |
| 7D | +2.6% | -10.8% | +13.4% | +2.8% |
| 30D | +15.1% | +22.3% | -7.2% | +14.7% |
| 3M | +7.3% | +26.6% | -19.3% | +6.8% |
| 6M | +23.4% | +18.9% | +4.5% | +23.0% |
| YTD | +29.4% | +39.2% | -9.8% | +27.9% |
| 1Y | +34.2% | +34.0% | +0.3% | +32.9% |
| 3Y | +108.4% | +42.0% | +66.3% | +101.3% |
| All | +108.4% | +36.3% | +72.1% | +101.3% |
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