+534.0%
RMBS vs CCEP
+342.6%
+191.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.6% |
| 7D | +10.3% | +2.1% | +8.2% | +9.8% |
| 30D | -10.7% | +10.6% | -21.3% | -13.5% |
| 3M | -17.2% | +10.3% | -27.5% | -20.0% |
| 6M | -39.0% | +31.1% | -70.1% | -44.5% |
| YTD | -10.5% | +32.1% | -42.6% | -18.9% |
| 1Y | -11.0% | +32.8% | -43.8% | -19.5% |
| 3Y | +31.3% | +111.3% | -80.0% | 0.0% |
| 5Y | +242.8% | +147.5% | +95.3% | +145.4% |
| All | +534.0% | +342.6% | +191.4% | +332.2% |
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