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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)
Related Statistics:
Standard Deviation of Excess Return
Annualized Excess Return
Back to StyleADVISOR Statistics Table of Contents
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