+2,413.6%
IBM vs CCEP
+6,869.6%
-4,456.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.7% |
| 7D | -0.3% | -3.1% | +2.8% | +0.4% |
| 30D | +0.3% | -2.6% | +2.9% | +0.8% |
| 3M | -21.6% | +14.9% | -36.5% | -24.0% |
| 6M | -4.7% | +2.3% | -7.0% | -5.4% |
| YTD | -19.1% | +17.8% | -36.9% | -22.4% |
| 1Y | -2.5% | +24.2% | -26.7% | -7.6% |
| 3Y | +74.2% | +84.7% | -10.6% | +50.4% |
| 5Y | +113.1% | +103.2% | +9.9% | +78.3% |
| 10Y | +133.5% | +257.4% | -123.8% | +70.5% |
| All | +2,413.6% | +6,869.6% | -4,456.0% | +902.3% |
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