-18.7%
IBM vs CCEP
+31.1%
-49.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -1.7% | +1.8% | -3.5% | -1.6% |
| 30D | +10.1% | +12.2% | -2.1% | +10.6% |
| 3M | +4.8% | +10.7% | -5.8% | +5.1% |
| 6M | +12.6% | +27.5% | -14.9% | +16.4% |
| YTD | -13.9% | +31.3% | -45.2% | -11.6% |
| 1Y | -18.7% | +29.9% | -48.6% | -16.0% |
| All | -18.7% | +31.1% | -49.8% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling