+6,921.7%
CCEP vs IFF
+848.0%
+6,073.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.0% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -1.6% | -0.3% | -1.3% | -1.5% |
| 3M | +11.9% | +18.6% | -6.7% | +5.1% |
| 6M | +7.5% | +17.4% | -9.9% | +0.5% |
| YTD | +18.7% | +28.5% | -9.7% | +7.4% |
| 1Y | +21.4% | +32.5% | -11.1% | +8.3% |
| 3Y | +89.1% | +34.1% | +55.1% | +63.9% |
| 5Y | +108.7% | -35.2% | +143.9% | +126.7% |
| 10Y | +241.0% | -21.1% | +262.1% | +229.8% |
| All | +6,921.7% | +848.0% | +6,073.7% | +2,485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling