+40.6%
ICE vs CCEP
+108.6%
-67.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -1.2% | -1.0% | -0.2% | -0.9% |
| 30D | +5.0% | -1.6% | +6.6% | +5.4% |
| 3M | +13.9% | +11.9% | +2.0% | +10.4% |
| 6M | -4.4% | +7.5% | -11.9% | -6.4% |
| YTD | -1.9% | +18.7% | -20.6% | -6.9% |
| 1Y | -8.1% | +21.4% | -29.5% | -13.5% |
| 3Y | +42.5% | +89.1% | -46.6% | +17.8% |
| 5Y | +40.6% | +108.7% | -68.1% | +10.3% |
| All | +40.6% | +108.6% | -67.9% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling