+619.2%
RIO vs CCEP
+237.8%
+381.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.8% |
| 7D | +1.0% | -3.7% | +4.6% | +2.2% |
| 30D | +4.0% | -2.1% | +6.1% | +4.7% |
| 3M | +4.5% | +7.2% | -2.6% | +1.7% |
| 6M | +17.3% | +3.3% | +14.1% | +15.4% |
| YTD | +36.2% | +15.7% | +20.5% | +28.5% |
| 1Y | +76.1% | +16.6% | +59.6% | +65.3% |
| 3Y | +102.5% | +84.3% | +18.3% | +59.4% |
| 5Y | +103.5% | +109.0% | -5.5% | +50.5% |
| 10Y | +619.2% | +238.1% | +381.0% | +364.2% |
| All | +619.2% | +237.8% | +381.4% | +364.2% |
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 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