+29.9%
CCEP vs IRE
-97.2%
+127.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +39.6% | -40.6% | -0.3% |
| 7D | +2.6% | -27.2% | +29.7% | +2.5% |
| 30D | +15.1% | -75.1% | +90.3% | +14.1% |
| 3M | +7.3% | -77.9% | +85.1% | +6.4% |
| 6M | +23.4% | -94.6% | +118.0% | +21.9% |
| YTD | +29.4% | -91.5% | +120.9% | +30.0% |
| 1Y | +34.2% | -97.8% | +132.1% | +32.5% |
| All | +29.9% | -97.2% | +127.1% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling