+967.9%
RMBS vs CCEP
+1,923.3%
-955.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -8.4% | +5.4% | -13.8% | -10.0% |
| 30D | -24.9% | +12.8% | -37.6% | -28.0% |
| 3M | -15.8% | +10.9% | -26.6% | -19.1% |
| 6M | -37.5% | +25.6% | -63.1% | -42.8% |
| YTD | -12.1% | +31.0% | -43.1% | -20.7% |
| 1Y | -27.0% | +32.3% | -59.2% | -34.4% |
| 3Y | +28.8% | +110.5% | -81.7% | -1.6% |
| 5Y | +236.2% | +141.8% | +94.4% | +144.1% |
| 10Y | +546.6% | +341.1% | +205.5% | +270.4% |
| All | +967.9% | +1,923.3% | -955.4% | +220.6% |
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