+252.0%
RMBS vs CCEP
+140.5%
+111.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +3.0% | +1.8% | +1.2% | +2.5% |
| 30D | -15.5% | +12.2% | -27.7% | -18.4% |
| 3M | -11.5% | +10.7% | -22.1% | -14.4% |
| 6M | -36.5% | +27.5% | -64.0% | -42.4% |
| YTD | -7.1% | +31.3% | -38.5% | -16.7% |
| 1Y | -18.7% | +29.9% | -48.6% | -26.8% |
| 3Y | +36.2% | +111.1% | -74.9% | -7.4% |
| 5Y | +252.0% | +142.3% | +109.7% | +117.7% |
| All | +252.0% | +140.5% | +111.5% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling