-7.0%
IBM vs CCEP
+23.2%
-30.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +0.3% | -1.0% | +1.3% | +0.3% |
| 30D | -1.5% | -1.6% | +0.1% | -1.5% |
| 3M | -16.8% | +11.9% | -28.6% | -15.5% |
| 6M | -9.0% | +7.5% | -16.5% | -8.1% |
| YTD | -20.1% | +18.7% | -38.8% | -19.4% |
| 1Y | -7.0% | +21.4% | -28.4% | -5.8% |
| All | -7.0% | +23.2% | -30.2% | -5.8% |
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