+65.8%
IEFA vs CCEP
+113.9%
-48.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +2.2% | +2.1% | +0.1% | +1.7% |
| 30D | +1.1% | +10.6% | -9.5% | -1.6% |
| 3M | -4.3% | +10.3% | -14.6% | -6.8% |
| 6M | +1.4% | +31.1% | -29.7% | -6.4% |
| YTD | +10.1% | +32.1% | -22.0% | +1.6% |
| 1Y | +12.9% | +32.8% | -19.9% | +4.0% |
| 3Y | +65.8% | +111.3% | -45.6% | +35.8% |
| All | +65.8% | +113.9% | -48.1% | +35.8% |
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