+140.7%
IAU vs CCEP
+108.6%
+32.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.8% |
| 7D | +0.7% | -1.0% | +1.7% | +0.8% |
| 30D | +0.3% | -1.6% | +1.9% | +0.4% |
| 3M | +0.7% | +11.9% | -11.2% | -0.1% |
| 6M | -15.5% | +7.5% | -22.9% | -16.0% |
| YTD | +1.0% | +18.7% | -17.8% | -0.1% |
| 1Y | +19.6% | +21.4% | -1.8% | +18.1% |
| 3Y | +125.4% | +89.1% | +36.3% | +118.6% |
| 5Y | +140.7% | +108.7% | +32.0% | +131.3% |
| All | +140.7% | +108.6% | +32.2% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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