+1,588.4%
CCEP vs IBN
+1,532.9%
+55.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | -2.6% | -0.3% | -2.3% | -2.5% |
| 3M | +14.9% | +17.1% | -2.2% | +11.6% |
| 6M | +2.3% | +3.4% | -1.1% | +1.5% |
| YTD | +17.8% | +2.5% | +15.3% | +17.1% |
| 1Y | +24.2% | -4.2% | +28.4% | +24.8% |
| 3Y | +84.7% | +32.4% | +52.3% | +73.7% |
| 5Y | +103.2% | +59.2% | +44.0% | +84.0% |
| 10Y | +257.4% | +345.7% | -88.3% | +163.2% |
| All | +1,588.4% | +1,532.9% | +55.5% | +882.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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