+110.9%
CCEP vs IRM
+104.5%
+6.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.7% |
| 7D | +1.7% | -3.8% | +5.4% | +1.9% |
| 30D | +12.7% | -3.2% | +15.9% | +12.9% |
| 3M | +8.5% | -7.8% | +16.3% | +9.2% |
| 6M | +25.6% | -12.7% | +38.3% | +27.1% |
| YTD | +30.9% | +36.7% | -5.8% | +23.1% |
| 1Y | +32.0% | +10.0% | +21.9% | +28.6% |
| 3Y | +110.9% | +107.2% | +3.7% | +75.3% |
| All | +110.9% | +104.5% | +6.5% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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