+2,521.8%
IBM vs CCEP
+7,553.0%
-5,031.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -5.0% | +2.6% | -7.5% | -5.5% |
| 30D | +11.1% | +15.1% | -4.0% | +7.7% |
| 3M | +5.7% | +7.3% | -1.6% | +3.9% |
| 6M | +10.1% | +23.4% | -13.3% | +4.8% |
| YTD | -15.6% | +29.4% | -45.0% | -20.8% |
| 1Y | -19.5% | +34.2% | -53.8% | -25.1% |
| 3Y | +80.4% | +108.4% | -28.0% | +51.6% |
| 5Y | +140.0% | +147.3% | -7.3% | +92.2% |
| 10Y | +155.0% | +301.3% | -146.4% | +81.4% |
| All | +2,521.8% | +7,553.0% | -5,031.2% | +922.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling