+1,685.4%
CCEP vs IAG
+377.5%
+1,308.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -3.0% |
| 7D | -3.1% | -0.5% | -2.5% | -3.0% |
| 30D | -2.6% | +28.9% | -31.5% | -4.2% |
| 3M | +14.9% | +19.1% | -4.2% | +13.3% |
| 6M | +2.3% | -10.3% | +12.5% | +2.3% |
| YTD | +17.8% | +24.2% | -6.3% | +15.2% |
| 1Y | +24.2% | +116.5% | -92.3% | +16.8% |
| 3Y | +84.7% | +742.8% | -658.1% | +56.4% |
| 5Y | +103.2% | +753.3% | -650.1% | +67.6% |
| 10Y | +257.4% | +403.2% | -145.8% | +189.8% |
| All | +1,685.4% | +377.5% | +1,308.0% | +1,200.7% |
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