+42,172.7%
RMD vs CCEP
+5,636.4%
+36,536.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +3.1% | +5.4% | -2.3% | +1.9% |
| 30D | +1.8% | +12.8% | -11.0% | -1.0% |
| 3M | +6.7% | +10.9% | -4.2% | +4.1% |
| 6M | +13.9% | +25.6% | -11.7% | +7.9% |
| YTD | -2.0% | +31.0% | -33.0% | -8.2% |
| 1Y | -5.4% | +32.3% | -37.7% | -11.6% |
| 3Y | +67.4% | +110.5% | -43.1% | +40.0% |
| 5Y | -5.7% | +141.8% | -147.5% | -24.1% |
| 10Y | +338.4% | +341.1% | -2.8% | +202.5% |
| All | +42,172.7% | +5,636.4% | +36,536.4% | +23,437.1% |
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