+348.7%
RMD vs CCEP
+299.9%
+48.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +1.2% | +1.7% | -0.5% | +0.7% |
| 30D | +2.5% | +12.7% | -10.2% | -1.2% |
| 3M | +11.5% | +8.5% | +3.1% | +8.6% |
| 6M | +14.7% | +25.6% | -10.9% | +6.7% |
| YTD | -1.3% | +30.9% | -32.2% | -9.6% |
| 1Y | -5.3% | +32.0% | -37.2% | -13.4% |
| 3Y | +68.8% | +110.9% | -42.2% | +32.3% |
| 5Y | -5.9% | +138.5% | -144.3% | -29.7% |
| 10Y | +348.7% | +302.3% | +46.4% | +201.8% |
| All | +348.7% | +299.9% | +48.8% | +201.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling