+6,869.6%
CCEP vs RVTY
+2,416.7%
+4,453.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | -2.6% | +13.2% | -15.8% | -4.8% |
| 3M | +14.9% | +27.2% | -12.3% | +9.8% |
| 6M | +2.3% | +32.4% | -30.1% | -3.3% |
| YTD | +17.8% | +34.9% | -17.0% | +10.7% |
| 1Y | +24.2% | +52.4% | -28.2% | +13.8% |
| 3Y | +84.7% | +12.3% | +72.4% | +75.0% |
| 5Y | +103.2% | -30.8% | +134.0% | +107.6% |
| 10Y | +257.4% | +150.7% | +106.7% | +185.5% |
| All | +6,869.6% | +2,416.7% | +4,453.0% | +3,172.8% |
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