+626.7%
RVMD vs CCEP
+139.0%
+487.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.8% |
| 7D | +1.0% | -3.1% | +4.1% | +2.3% |
| 30D | +6.4% | -2.6% | +9.0% | +7.4% |
| 3M | +34.9% | +14.9% | +20.0% | +26.6% |
| 6M | +107.6% | +2.3% | +105.3% | +103.8% |
| YTD | +163.7% | +17.8% | +145.8% | +143.5% |
| 1Y | +439.2% | +24.2% | +415.0% | +385.5% |
| 3Y | +499.2% | +84.7% | +414.5% | +346.4% |
| 5Y | +621.7% | +103.2% | +518.5% | +406.0% |
| All | +626.7% | +139.0% | +487.7% | +405.4% |
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