+42,387.6%
RMD vs CCEP
+5,567.1%
+36,820.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +2.3% | +2.6% | -0.2% | +1.8% |
| 30D | +4.1% | +15.1% | -11.0% | +0.8% |
| 3M | +5.7% | +7.3% | -1.6% | +3.9% |
| 6M | +12.9% | +23.4% | -10.5% | +7.4% |
| YTD | -1.5% | +29.4% | -30.9% | -7.5% |
| 1Y | -4.8% | +34.2% | -39.0% | -11.3% |
| 3Y | +57.5% | +108.4% | -50.9% | +32.0% |
| 5Y | -5.5% | +147.3% | -152.7% | -24.3% |
| 10Y | +357.8% | +301.3% | +56.4% | +221.7% |
| All | +42,387.6% | +5,567.1% | +36,820.5% | +23,622.9% |
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