+13.7%
RMBS vs CCEP
+17.4%
-3.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.4% | 0.0% |
| 7D | +3.5% | -3.7% | +7.1% | +2.1% |
| 30D | -8.6% | -2.1% | -6.5% | -9.1% |
| 3M | -40.3% | +7.2% | -47.5% | -39.6% |
| 6M | -1.0% | +3.3% | -4.3% | -3.6% |
| YTD | -4.6% | +15.7% | -20.3% | +3.2% |
| All | +13.7% | +17.4% | -3.7% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling