+1,695.4%
CCEP vs IBB
+566.2%
+1,129.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.6% |
| 7D | +2.6% | -1.8% | +4.4% | +3.1% |
| 30D | +15.1% | +5.1% | +10.1% | +12.9% |
| 3M | +7.3% | +10.7% | -3.4% | +2.9% |
| 6M | +23.4% | +22.9% | +0.5% | +13.7% |
| YTD | +29.4% | +26.7% | +2.7% | +17.6% |
| 1Y | +34.2% | +35.1% | -0.9% | +19.0% |
| 3Y | +108.4% | +80.2% | +28.2% | +64.2% |
| 5Y | +147.3% | +37.8% | +109.4% | +112.8% |
| 10Y | +301.3% | +161.2% | +140.1% | +166.4% |
| All | +1,695.4% | +566.2% | +1,129.3% | +571.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling