Relative Cumulative Excess Return

The relative cumulative excess return is the ordinary cumulative excess return as a percentage of the benchmark's return.

CumRtn(r1, ..., rn) - CumRtn(s1, ..., sn)
CumRtn(s1, ..., sn)

Informa Investment Solutions is part of the Business Intelligence Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC’s registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 8860726.