+110.1%
CCEP vs IBB
+91.0%
+19.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | +1.8% | -1.4% | +3.1% | +2.0% |
| 30D | +12.2% | +6.8% | +5.4% | +10.5% |
| 3M | +10.7% | +9.2% | +1.4% | +8.2% |
| 6M | +27.5% | +28.3% | -0.9% | +19.5% |
| YTD | +31.3% | +29.4% | +2.0% | +22.6% |
| 1Y | +29.9% | +33.2% | -3.3% | +20.2% |
| All | +110.1% | +91.0% | +19.1% | +67.3% |
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