+90.7%
RSG vs CCEP
+107.6%
-16.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +2.9% | +1.0% |
| 7D | 0.0% | -3.7% | +3.7% | +0.9% |
| 30D | +3.7% | -2.1% | +5.7% | +4.2% |
| 3M | +6.2% | +7.2% | -1.0% | +4.2% |
| 6M | -2.8% | +3.3% | -6.1% | -3.8% |
| YTD | +5.9% | +15.7% | -9.8% | +1.5% |
| 1Y | -1.8% | +16.6% | -18.3% | -6.1% |
| 3Y | +57.5% | +84.3% | -26.8% | +34.1% |
| All | +90.7% | +107.6% | -16.9% | +55.0% |
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