+168.1%
IJR vs CCEP
+236.1%
-68.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.2% | -2.8% | +0.7% | -1.0% |
| 30D | -4.6% | -4.0% | -0.6% | -3.1% |
| 3M | +0.2% | +5.2% | -5.0% | -2.2% |
| 6M | +14.7% | +2.7% | +12.0% | +12.7% |
| YTD | +18.9% | +14.5% | +4.3% | +11.3% |
| 1Y | +19.9% | +17.2% | +2.8% | +11.0% |
| 3Y | +53.0% | +79.3% | -26.3% | +15.8% |
| 5Y | +40.9% | +106.8% | -65.9% | -1.8% |
| All | +168.1% | +236.1% | -68.1% | +60.6% |
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