+204.4%
IEFA vs CCEP
+656.0%
-451.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +2.2% | +2.1% | +0.1% | +1.5% |
| 30D | +1.1% | +10.6% | -9.5% | -2.6% |
| 3M | -4.3% | +10.3% | -14.6% | -7.8% |
| 6M | +1.4% | +31.1% | -29.7% | -8.6% |
| YTD | +10.1% | +32.1% | -22.0% | -1.2% |
| 1Y | +12.9% | +32.8% | -19.9% | +1.1% |
| 3Y | +65.8% | +111.3% | -45.6% | +23.8% |
| 5Y | +47.7% | +147.5% | -99.8% | +2.6% |
| 10Y | +146.8% | +338.1% | -191.3% | +33.6% |
| All | +204.4% | +656.0% | -451.6% | +24.1% |
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