+67.4%
RIG vs CCEP
+147.2%
-79.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.9% |
| 7D | +5.7% | +2.1% | +3.6% | +5.4% |
| 30D | -0.7% | +10.6% | -11.3% | -2.4% |
| 3M | -3.1% | +10.3% | -13.5% | -4.9% |
| 6M | -16.3% | +31.1% | -47.4% | -21.1% |
| YTD | +34.1% | +32.1% | +2.0% | +25.9% |
| 1Y | +38.2% | +32.8% | +5.3% | +29.4% |
| 3Y | -15.3% | +111.3% | -126.6% | -32.7% |
| All | +67.4% | +147.2% | -79.8% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling