+7,553.0%
CCEP vs RVTY
+2,899.1%
+4,654.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.5% |
| 7D | +2.6% | -1.2% | +3.8% | +2.6% |
| 30D | +15.1% | +1.0% | +14.1% | +14.6% |
| 3M | +7.3% | +35.8% | -28.6% | +1.1% |
| 6M | +23.4% | +56.7% | -33.3% | +13.0% |
| YTD | +29.4% | +60.7% | -31.3% | +17.3% |
| 1Y | +34.2% | +73.7% | -39.5% | +19.8% |
| 3Y | +108.4% | +82.8% | +25.6% | +80.6% |
| 5Y | +147.3% | -7.0% | +154.3% | +138.7% |
| 10Y | +301.3% | +212.3% | +89.0% | +207.3% |
| All | +7,553.0% | +2,899.1% | +4,654.0% | +3,368.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling