+1,068.3%
IJH vs CCEP
+2,099.1%
-1,030.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.9% |
| 7D | +1.0% | -1.0% | +2.0% | +1.3% |
| 30D | -3.1% | -1.6% | -1.5% | -2.7% |
| 3M | +1.9% | +11.9% | -9.9% | -2.3% |
| 6M | +11.0% | +7.5% | +3.5% | +7.7% |
| YTD | +14.7% | +18.7% | -4.0% | +7.3% |
| 1Y | +15.6% | +21.4% | -5.8% | +7.0% |
| 3Y | +52.5% | +89.1% | -36.6% | +19.5% |
| 5Y | +49.1% | +108.7% | -59.6% | +11.5% |
| 10Y | +177.7% | +241.0% | -63.3% | +70.9% |
| All | +1,068.3% | +2,099.1% | -1,030.8% | +297.1% |
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