+285.5%
CCEP vs INVH
+75.4%
+210.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.8% | -3.0% | +0.2% | -1.6% |
| 30D | -4.0% | -7.5% | +3.5% | -0.9% |
| 3M | +5.2% | -5.5% | +10.7% | +7.6% |
| 6M | +2.7% | +11.7% | -9.0% | -2.1% |
| YTD | +14.5% | +1.3% | +13.2% | +13.2% |
| 1Y | +17.2% | -6.1% | +23.2% | +19.5% |
| 3Y | +79.3% | -9.8% | +89.1% | +82.6% |
| 5Y | +106.8% | -19.7% | +126.4% | +118.6% |
| All | +285.5% | +75.4% | +210.1% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 10y: compounded portfolio wealth divided by compounded INVH 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…
10y analysis · Full analysis span regression · 6 months rolling