+18.5%
ICE vs CCEP
+30.9%
-12.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | +3.6% | +2.1% | +1.5% | +3.1% |
| 30D | +15.1% | +10.6% | +4.5% | +12.4% |
| 3M | +15.4% | +10.3% | +5.1% | +12.9% |
| 6M | +16.1% | +31.1% | -15.0% | +12.2% |
| YTD | +11.4% | +32.1% | -20.8% | +9.4% |
| 1Y | +18.5% | +32.8% | -14.4% | +16.2% |
| All | +18.5% | +30.9% | -12.5% | +16.2% |
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