+496.2%
RVMD vs CCEP
+168.0%
+328.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.8% |
| 7D | -10.4% | +2.1% | -12.5% | -11.1% |
| 30D | -11.0% | +10.6% | -21.6% | -14.8% |
| 3M | -14.7% | +10.3% | -25.0% | -18.5% |
| 6M | +14.9% | +31.1% | -16.2% | +1.6% |
| YTD | +116.3% | +32.1% | +84.2% | +89.9% |
| 1Y | +167.6% | +32.8% | +134.8% | +134.3% |
| 3Y | +776.8% | +111.3% | +665.5% | +516.3% |
| 5Y | +424.8% | +147.5% | +277.3% | +239.9% |
| All | +496.2% | +168.0% | +328.2% | +294.3% |
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