+805.4%
RIOT vs CCEP
+280.5%
+524.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +4.8% |
| 7D | +14.8% | -3.1% | +17.9% | +16.8% |
| 30D | +1.4% | -2.6% | +4.0% | +2.6% |
| 3M | -20.6% | +14.9% | -35.6% | -27.7% |
| 6M | +31.9% | +2.3% | +29.6% | +29.0% |
| YTD | +72.1% | +17.8% | +54.2% | +54.1% |
| 1Y | +65.7% | +24.2% | +41.4% | +42.2% |
| 3Y | +97.5% | +84.7% | +12.7% | +27.6% |
| 5Y | -36.7% | +103.2% | -139.9% | -61.2% |
| 10Y | +550.1% | +257.4% | +292.8% | +257.7% |
| All | +805.4% | +280.5% | +524.8% | +395.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling