+1,030.0%
RMBS vs CCEP
+1,720.4%
-690.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.3% |
| 7D | -0.3% | -3.1% | +2.7% | +0.6% |
| 30D | -12.2% | -2.6% | -9.6% | -11.6% |
| 3M | -49.5% | +14.9% | -64.5% | -52.2% |
| 6M | -7.1% | +2.3% | -9.4% | -8.7% |
| YTD | -7.0% | +17.8% | -24.8% | -12.7% |
| 1Y | +13.3% | +24.2% | -10.9% | +4.0% |
| 3Y | +49.2% | +84.7% | -35.5% | +19.4% |
| 5Y | +250.0% | +103.2% | +146.8% | +169.5% |
| 10Y | +495.1% | +257.4% | +237.8% | +265.7% |
| All | +1,030.0% | +1,720.4% | -690.3% | +252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling