+107.0%
CCEP vs IFF
-36.2%
+143.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -5.7% | -2.8% | -3.0% | -5.0% |
| 30D | -3.4% | -1.1% | -2.3% | -3.1% |
| 3M | +5.5% | +13.8% | -8.3% | +1.7% |
| 6M | +2.2% | +16.7% | -14.4% | -2.6% |
| YTD | +14.6% | +26.1% | -11.5% | +6.8% |
| 1Y | +18.9% | +33.5% | -14.6% | +8.9% |
| 3Y | +82.6% | +31.6% | +51.0% | +64.2% |
| 5Y | +107.0% | -34.9% | +141.9% | +135.0% |
| All | +107.0% | -36.2% | +143.2% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling