+56.3%
RMD vs CCEP
+86.4%
-30.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.6% |
| 7D | -5.0% | -3.1% | -1.9% | -4.1% |
| 30D | +2.2% | -2.6% | +4.8% | +3.0% |
| 3M | +17.8% | +14.9% | +2.9% | +12.8% |
| 6M | -11.3% | +2.3% | -13.6% | -12.4% |
| YTD | -4.4% | +17.8% | -22.3% | -9.4% |
| 1Y | -15.7% | +24.2% | -39.9% | -21.5% |
| All | +56.3% | +86.4% | -30.1% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling