+7,605.8%
CCEP vs RRX
+4,349.0%
+3,256.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -0.3% | +12.6% | -12.9% | -2.7% |
| 30D | +11.0% | +10.6% | +0.4% | +8.1% |
| 3M | +9.2% | +4.6% | +4.6% | +7.3% |
| 6M | +27.2% | -13.6% | +40.8% | +28.1% |
| YTD | +30.3% | +29.4% | +0.9% | +19.4% |
| 1Y | +28.7% | +31.9% | -3.3% | +17.2% |
| 3Y | +109.4% | +68.3% | +41.2% | +72.8% |
| 5Y | +144.1% | +13.2% | +130.9% | +115.7% |
| 10Y | +332.0% | +209.9% | +122.1% | +197.7% |
| All | +7,605.8% | +4,349.0% | +3,256.8% | +3,548.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 all: compounded portfolio wealth divided by compounded RRX 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…
all analysis · Full analysis span regression · 6 months rolling