+1,535.1%
CCEP vs IBB
+560.8%
+974.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | -3.1% | +1.4% | -4.5% | -3.5% |
| 30D | -2.6% | +10.5% | -13.1% | -6.2% |
| 3M | +14.9% | +23.6% | -8.7% | +6.0% |
| 6M | +2.3% | +22.6% | -20.4% | -5.6% |
| YTD | +17.8% | +25.7% | -7.8% | +7.7% |
| 1Y | +24.2% | +51.4% | -27.2% | +5.8% |
| 3Y | +84.7% | +64.4% | +20.4% | +50.9% |
| 5Y | +103.2% | +22.1% | +81.0% | +82.9% |
| 10Y | +257.4% | +132.5% | +124.9% | +147.5% |
| All | +1,535.1% | +560.8% | +974.3% | +515.2% |
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