+110.9%
CCEP vs IVZ
+145.9%
-35.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | +0.6% |
| 7D | +1.7% | +4.1% | -2.5% | +1.3% |
| 30D | +12.7% | -2.0% | +14.7% | +12.8% |
| 3M | +8.5% | -7.8% | +16.3% | +9.1% |
| 6M | +25.6% | +6.3% | +19.3% | +24.3% |
| YTD | +30.9% | +12.6% | +18.4% | +28.2% |
| 1Y | +32.0% | +27.6% | +4.3% | +27.4% |
| 3Y | +110.9% | +154.0% | -43.1% | +90.3% |
| All | +110.9% | +145.9% | -35.0% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling