+108.4%
CCEP vs IBB
+78.6%
+29.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | +2.6% | -1.8% | +4.4% | +2.9% |
| 30D | +15.1% | +5.1% | +10.1% | +13.7% |
| 3M | +7.3% | +10.7% | -3.4% | +4.5% |
| 6M | +23.4% | +22.9% | +0.5% | +16.9% |
| YTD | +29.4% | +26.7% | +2.7% | +21.3% |
| 1Y | +34.2% | +35.1% | -0.9% | +23.5% |
| 3Y | +108.4% | +80.2% | +28.2% | +72.5% |
| All | +108.4% | +78.6% | +29.7% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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