+27.5%
CCEP vs IAG
-4.1%
+31.6%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.2% |
| 7D | +1.8% | +3.4% | -1.7% | +1.8% |
| 30D | +12.2% | -2.7% | +14.9% | +11.8% |
| 3M | +10.7% | -0.5% | +11.2% | +10.8% |
| 6M | +27.5% | -4.8% | +32.3% | +25.6% |
| All | +27.5% | -4.1% | +31.6% | +25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling