+110.5%
CCEP vs IAG
+708.7%
-598.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.7% | +0.4% |
| 7D | +5.4% | +16.8% | -11.5% | +4.5% |
| 30D | +12.8% | -1.5% | +14.2% | +12.7% |
| 3M | +10.9% | +0.5% | +10.4% | +10.6% |
| 6M | +25.6% | -1.0% | +26.6% | +25.2% |
| YTD | +31.0% | +12.3% | +18.7% | +29.0% |
| 1Y | +32.3% | +39.2% | -7.0% | +28.6% |
| 3Y | +110.5% | +712.3% | -601.8% | +78.5% |
| All | +110.5% | +708.7% | -598.2% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling