+131.6%
IBM vs CCEP
+244.1%
-112.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +0.3% | -1.0% | +1.3% | +0.6% |
| 30D | -1.5% | -1.6% | +0.1% | -1.1% |
| 3M | -16.8% | +11.9% | -28.6% | -19.7% |
| 6M | -9.0% | +7.5% | -16.5% | -11.4% |
| YTD | -20.1% | +18.7% | -38.8% | -25.1% |
| 1Y | -7.0% | +21.4% | -28.4% | -13.7% |
| 3Y | +72.4% | +89.1% | -16.7% | +35.8% |
| 5Y | +112.0% | +108.7% | +3.3% | +58.3% |
| 10Y | +131.6% | +241.0% | -109.4% | +47.4% |
| All | +131.6% | +244.1% | -112.5% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling