+4,134.5%
CCEP vs IRM
+9,964.6%
-5,830.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | +14.9% | -9.7% | +24.6% | +17.1% |
| 6M | +2.3% | +10.0% | -7.7% | -0.7% |
| YTD | +17.8% | +43.0% | -25.1% | +7.4% |
| 1Y | +24.2% | +32.7% | -8.5% | +14.6% |
| 3Y | +84.7% | +102.7% | -18.0% | +51.6% |
| 5Y | +103.2% | +187.6% | -84.4% | +51.6% |
| 10Y | +257.4% | +420.1% | -162.7% | +126.7% |
| All | +4,134.5% | +9,964.6% | -5,830.1% | +1,744.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling