+7,628.5%
CCEP vs IT
+6,105.9%
+1,522.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | -2.4% |
| 7D | -3.1% | -6.0% | +3.0% | -2.2% |
| 30D | -2.6% | 0.0% | -2.6% | -2.7% |
| 3M | +14.9% | +13.1% | +1.9% | +11.7% |
| 6M | +2.3% | +11.7% | -9.4% | -1.0% |
| YTD | +17.8% | -26.1% | +44.0% | +20.9% |
| 1Y | +24.2% | -21.3% | +45.5% | +25.8% |
| 3Y | +84.7% | -46.7% | +131.5% | +95.5% |
| 5Y | +103.2% | -40.5% | +143.7% | +109.8% |
| 10Y | +257.4% | +103.9% | +153.5% | +202.4% |
| All | +7,628.5% | +6,105.9% | +1,522.6% | +4,288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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