+179.3%
IJH vs CCEP
+236.1%
-56.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.9% | -2.8% | +1.0% | -0.7% |
| 30D | -4.6% | -4.0% | -0.6% | -3.2% |
| 3M | -1.2% | +5.2% | -6.4% | -3.6% |
| 6M | +9.4% | +2.7% | +6.7% | +7.5% |
| YTD | +13.3% | +14.5% | -1.2% | +6.1% |
| 1Y | +13.4% | +17.2% | -3.8% | +4.9% |
| 3Y | +50.4% | +79.3% | -28.9% | +14.0% |
| 5Y | +49.0% | +106.8% | -57.8% | +4.2% |
| All | +179.3% | +236.1% | -56.9% | +69.0% |
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