+627.6%
RIOT vs CCEP
+326.6%
+301.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.5% |
| 7D | +4.8% | +2.1% | +2.7% | +3.8% |
| 30D | +16.0% | +10.6% | +5.4% | +8.9% |
| 3M | -8.8% | +10.3% | -19.1% | -14.9% |
| 6M | -29.7% | +31.1% | -60.8% | -41.3% |
| YTD | +38.3% | +32.1% | +6.2% | +14.9% |
| 1Y | +26.2% | +32.8% | -6.6% | +4.3% |
| 3Y | +79.0% | +111.3% | -32.4% | +5.8% |
| 5Y | -60.4% | +147.5% | -207.9% | -78.3% |
| 10Y | +638.6% | +338.1% | +300.5% | +267.2% |
| All | +627.6% | +326.6% | +301.0% | +269.6% |
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