+66.4%
ICE vs CCEP
+108.8%
-42.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.7% |
| 7D | +1.0% | +1.7% | -0.6% | +0.5% |
| 30D | +11.4% | +12.7% | -1.3% | +7.4% |
| 3M | +16.2% | +8.5% | +7.7% | +13.3% |
| 6M | +12.5% | +25.6% | -13.1% | +5.3% |
| YTD | +8.6% | +30.9% | -22.4% | -0.3% |
| 1Y | +18.4% | +32.0% | -13.6% | +8.4% |
| 3Y | +66.4% | +110.9% | -44.5% | +33.2% |
| All | +66.4% | +108.8% | -42.4% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling