+107.2%
CCEP vs IRM
+189.3%
-82.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.5% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | -2.6% | -8.1% | +5.5% | -1.0% |
| 3M | +14.9% | -9.7% | +24.6% | +17.0% |
| 6M | +2.3% | +10.0% | -7.7% | -0.9% |
| YTD | +17.8% | +43.0% | -25.1% | +7.0% |
| 1Y | +24.2% | +32.7% | -8.5% | +14.2% |
| 3Y | +84.7% | +102.7% | -18.0% | +44.0% |
| All | +107.2% | +189.3% | -82.1% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling