+6,869.6%
CCEP vs RRX
+3,904.5%
+2,965.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | -3.1% | +3.4% | -6.5% | -3.7% |
| 30D | -2.6% | -11.1% | +8.5% | -0.4% |
| 3M | +14.9% | -23.7% | +38.7% | +19.8% |
| 6M | +2.3% | -22.0% | +24.2% | +5.3% |
| YTD | +17.8% | +16.5% | +1.4% | +11.1% |
| 1Y | +24.2% | +11.5% | +12.7% | +17.5% |
| 3Y | +84.7% | +1.5% | +83.2% | +70.7% |
| 5Y | +103.2% | +18.3% | +84.9% | +78.4% |
| 10Y | +257.4% | +209.8% | +47.6% | +147.7% |
| All | +6,869.6% | +3,904.5% | +2,965.1% | +3,296.0% |
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