+138.5%
CCEP vs IRM
+185.3%
-46.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.4% |
| 7D | +1.7% | -3.8% | +5.4% | +2.2% |
| 30D | +12.7% | -3.2% | +15.9% | +13.0% |
| 3M | +8.5% | -7.8% | +16.3% | +9.7% |
| 6M | +25.6% | -12.7% | +38.3% | +28.0% |
| YTD | +30.9% | +36.7% | -5.8% | +19.8% |
| 1Y | +32.0% | +10.0% | +21.9% | +27.0% |
| 3Y | +110.9% | +107.2% | +3.7% | +63.4% |
| 5Y | +138.5% | +181.6% | -43.1% | +62.0% |
| All | +138.5% | +185.3% | -46.9% | +62.0% |
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