+31.4%
CCEP vs IRE
-97.3%
+128.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.1% |
| 7D | +1.7% | -15.5% | +17.2% | +1.7% |
| 30D | +12.7% | -70.4% | +83.1% | +11.8% |
| 3M | +8.5% | -81.6% | +90.1% | +7.4% |
| 6M | +25.6% | -94.7% | +120.3% | +24.0% |
| YTD | +30.9% | -91.8% | +122.7% | +31.5% |
| 1Y | +32.0% | -97.6% | +129.5% | +30.5% |
| All | +31.4% | -97.3% | +128.7% | +30.6% |
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