+143.6%
IBM vs CCEP
+342.1%
-198.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -1.7% | +1.8% | -3.5% | -2.3% |
| 30D | +10.1% | +12.2% | -2.1% | +5.9% |
| 3M | +4.8% | +10.7% | -5.8% | +1.1% |
| 6M | +12.6% | +27.5% | -14.9% | +3.6% |
| YTD | -13.9% | +31.3% | -45.2% | -22.2% |
| 1Y | -18.7% | +29.9% | -48.6% | -26.3% |
| 3Y | +81.9% | +111.1% | -29.2% | +37.1% |
| 5Y | +148.3% | +142.3% | +6.0% | +74.5% |
| 10Y | +143.6% | +335.5% | -191.8% | +43.7% |
| All | +143.6% | +342.1% | -198.5% | +43.7% |
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