-13.4%
RGTI vs CCEP
+5.3%
-18.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -3.8% |
| 7D | +2.5% | -3.7% | +6.2% | +2.2% |
| 30D | -13.7% | -2.1% | -11.6% | -13.8% |
| 3M | -22.6% | +7.2% | -29.8% | -23.2% |
| 6M | -13.4% | +3.3% | -16.7% | -11.2% |
| All | -13.4% | +5.3% | -18.7% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling