+2.8%
RDW vs CCEP
+146.8%
-144.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.6% | -2.2% | -4.0% |
| 7D | +3.6% | -3.7% | +7.3% | +4.7% |
| 30D | -18.4% | -2.1% | -16.4% | -18.0% |
| 3M | -32.1% | +7.2% | -39.2% | -34.1% |
| 6M | +10.9% | +3.3% | +7.6% | +8.7% |
| YTD | +40.8% | +15.7% | +25.1% | +31.7% |
| 1Y | +31.1% | +16.6% | +14.6% | +21.7% |
| 3Y | +245.2% | +84.3% | +160.9% | +157.8% |
| 5Y | -16.7% | +109.0% | -125.7% | -43.8% |
| All | +2.8% | +146.8% | -144.1% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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