+149.9%
IBM vs CCEP
+299.9%
-150.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -2.5% | +1.7% | -4.2% | -3.1% |
| 30D | +8.4% | +12.7% | -4.3% | +4.2% |
| 3M | +4.5% | +8.5% | -4.0% | +1.5% |
| 6M | +7.9% | +25.6% | -17.7% | -0.1% |
| YTD | -15.2% | +30.9% | -46.1% | -23.1% |
| 1Y | -17.6% | +32.0% | -49.5% | -25.5% |
| 3Y | +82.1% | +110.9% | -28.9% | +38.3% |
| 5Y | +143.3% | +138.5% | +4.9% | +73.7% |
| 10Y | +149.9% | +302.3% | -152.4% | +52.7% |
| All | +149.9% | +299.9% | -150.0% | +52.7% |
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