+148.2%
CCEP vs RVTY
-7.4%
+155.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.4% |
| 7D | +2.6% | -1.2% | +3.8% | +2.6% |
| 30D | +15.1% | +1.0% | +14.1% | +14.7% |
| 3M | +7.3% | +35.8% | -28.6% | +1.8% |
| 6M | +23.4% | +56.7% | -33.3% | +14.1% |
| YTD | +29.4% | +60.7% | -31.3% | +18.3% |
| 1Y | +34.2% | +73.7% | -39.5% | +20.8% |
| 3Y | +108.4% | +82.8% | +25.6% | +78.9% |
| All | +148.2% | -7.4% | +155.6% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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