-22.2%
RMD vs CCEP
+108.6%
-130.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | -4.5% | -1.0% | -3.5% | -4.2% |
| 30D | +4.6% | -1.6% | +6.2% | +5.1% |
| 3M | +14.8% | +11.9% | +2.9% | +10.4% |
| 6M | -12.1% | +7.5% | -19.5% | -14.4% |
| YTD | -7.5% | +18.7% | -26.2% | -13.1% |
| 1Y | -20.1% | +21.4% | -41.5% | -25.6% |
| 3Y | +53.9% | +89.1% | -35.2% | +20.2% |
| 5Y | -22.2% | +108.7% | -130.9% | -43.9% |
| All | -22.2% | +108.6% | -130.8% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling