-41.2%
RIG vs CCEP
+236.5%
-277.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | -4.2% | -5.7% | +1.6% | -1.4% |
| 30D | -0.7% | -3.4% | +2.7% | +0.8% |
| 3M | -4.0% | +5.5% | -9.5% | -7.3% |
| 6M | -6.3% | +2.2% | -8.6% | -8.7% |
| YTD | +39.7% | +14.6% | +25.1% | +28.0% |
| 1Y | +78.1% | +18.9% | +59.2% | +59.0% |
| 3Y | -29.5% | +82.6% | -112.1% | -51.9% |
| 5Y | +65.3% | +107.0% | -41.7% | +2.2% |
| All | -41.2% | +236.5% | -277.7% | -66.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling