+1,889.9%
CCEP vs IAG
+321.3%
+1,568.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.4% |
| 7D | +1.8% | +3.4% | -1.7% | +1.5% |
| 30D | +12.2% | -2.7% | +14.9% | +12.2% |
| 3M | +10.7% | -0.5% | +11.2% | +10.4% |
| 6M | +27.5% | -4.8% | +32.3% | +27.1% |
| YTD | +31.3% | +9.6% | +21.8% | +29.1% |
| 1Y | +29.9% | +32.2% | -2.3% | +26.1% |
| 3Y | +111.1% | +692.5% | -581.5% | +79.3% |
| 5Y | +142.3% | +447.6% | -305.2% | +105.3% |
| 10Y | +335.5% | +403.3% | -67.9% | +253.0% |
| All | +1,889.9% | +321.3% | +1,568.6% | +1,357.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling