-34.8%
RMBS vs CCEP
+26.2%
-61.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -1.3% |
| 7D | +21.9% | -0.3% | +22.3% | +21.5% |
| 30D | -13.4% | +11.0% | -24.4% | -3.1% |
| 3M | -15.9% | +9.2% | -25.1% | -7.1% |
| 6M | -34.8% | +27.2% | -62.0% | -16.9% |
| All | -34.8% | +26.2% | -61.0% | -16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling