+16.6%
CCEP vs IAG
+102.4%
-85.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.6% |
| 7D | -3.7% | +1.7% | -5.4% | -3.7% |
| 30D | -2.1% | +11.4% | -13.5% | -2.3% |
| 3M | +7.2% | +33.0% | -25.9% | +6.5% |
| 6M | +3.3% | -6.0% | +9.3% | +2.9% |
| YTD | +15.7% | +24.6% | -8.9% | +16.3% |
| 1Y | +16.6% | +105.0% | -88.4% | +24.3% |
| All | +16.6% | +102.4% | -85.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling