+2,316.3%
ICE vs CCEP
+1,742.7%
+573.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -0.7% |
| 7D | -0.7% | -3.1% | +2.4% | +0.7% |
| 30D | +7.6% | -2.6% | +10.2% | +8.8% |
| 3M | +13.9% | +14.9% | -1.0% | +7.2% |
| 6M | -2.4% | +2.3% | -4.6% | -3.8% |
| YTD | +0.3% | +17.8% | -17.6% | -7.4% |
| 1Y | -6.4% | +24.2% | -30.6% | -15.7% |
| 3Y | +43.1% | +84.7% | -41.6% | +6.9% |
| 5Y | +42.1% | +103.2% | -61.1% | -0.9% |
| 10Y | +220.9% | +257.4% | -36.4% | +56.0% |
| All | +2,316.3% | +1,742.7% | +573.6% | +248.1% |
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