+546.6%
RMBS vs CCEP
+236.5%
+310.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.4% |
| 7D | +1.2% | -5.7% | +6.9% | +2.9% |
| 30D | -11.5% | -3.4% | -8.1% | -10.8% |
| 3M | -38.2% | +5.5% | -43.7% | -39.7% |
| 6M | -4.8% | +2.2% | -7.0% | -6.3% |
| YTD | -7.1% | +14.6% | -21.8% | -11.9% |
| 1Y | +10.7% | +18.9% | -8.2% | +3.2% |
| 3Y | +54.5% | +82.6% | -28.1% | +23.2% |
| 5Y | +261.7% | +107.0% | +154.7% | +173.5% |
| All | +546.6% | +236.5% | +310.1% | +346.6% |
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 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