+1,513.5%
CCEP vs ITOT
+896.7%
+616.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | +14.9% | +2.0% | +13.0% | +12.8% |
| 6M | +2.3% | +13.0% | -10.8% | -7.5% |
| YTD | +17.8% | +14.0% | +3.9% | +5.7% |
| 1Y | +24.2% | +19.9% | +4.3% | +6.6% |
| 3Y | +84.7% | +75.8% | +8.9% | +13.5% |
| 5Y | +103.2% | +73.8% | +29.3% | +24.8% |
| 10Y | +257.4% | +295.9% | -38.5% | +10.3% |
| All | +1,513.5% | +896.7% | +616.8% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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