-47.9%
RIG vs CCEP
+342.6%
-390.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.5% |
| 7D | +5.7% | +2.1% | +3.6% | +4.7% |
| 30D | -0.7% | +10.6% | -11.3% | -5.9% |
| 3M | -3.1% | +10.3% | -13.5% | -8.4% |
| 6M | -16.3% | +31.1% | -47.4% | -28.2% |
| YTD | +34.1% | +32.1% | +2.0% | +13.7% |
| 1Y | +38.2% | +32.8% | +5.3% | +16.7% |
| 3Y | -15.3% | +111.3% | -126.6% | -46.9% |
| 5Y | +62.5% | +147.5% | -85.0% | -10.1% |
| All | -47.9% | +342.6% | -390.4% | -75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling