+140.8%
IEMG vs CCEP
+236.1%
-95.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -2.8% | +1.5% | -0.4% |
| 30D | +1.9% | -4.0% | +5.9% | +3.1% |
| 3M | +1.4% | +5.2% | -3.8% | -0.6% |
| 6M | +15.2% | +2.7% | +12.5% | +13.5% |
| YTD | +23.8% | +14.5% | +9.3% | +17.8% |
| 1Y | +30.7% | +17.2% | +13.5% | +23.1% |
| 3Y | +83.3% | +79.3% | +4.0% | +48.6% |
| 5Y | +48.8% | +106.8% | -58.0% | +13.1% |
| All | +140.8% | +236.1% | -95.4% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling