+99.1%
RSG vs CCEP
+140.3%
-41.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +15.0% | +11.0% | +4.1% | +11.9% |
| 3M | +18.5% | +9.2% | +9.3% | +15.6% |
| 6M | +25.8% | +27.2% | -1.4% | +17.8% |
| YTD | +20.8% | +30.3% | -9.5% | +11.9% |
| 1Y | +24.8% | +28.7% | -3.9% | +16.0% |
| 3Y | +65.9% | +109.4% | -43.5% | +34.7% |
| 5Y | +99.1% | +144.1% | -45.0% | +54.6% |
| All | +99.1% | +140.3% | -41.3% | +54.6% |
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