+1,148.9%
IJR vs CCEP
+2,099.1%
-950.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.0% |
| 7D | +0.9% | -1.0% | +1.9% | +1.2% |
| 30D | -3.1% | -1.6% | -1.5% | -2.7% |
| 3M | +4.4% | +11.9% | -7.5% | +0.1% |
| 6M | +16.1% | +7.5% | +8.7% | +12.7% |
| YTD | +20.6% | +18.7% | +1.9% | +12.7% |
| 1Y | +22.9% | +21.4% | +1.5% | +13.7% |
| 3Y | +55.2% | +89.1% | -33.9% | +21.4% |
| 5Y | +41.1% | +108.7% | -67.6% | +5.2% |
| 10Y | +167.0% | +241.0% | -74.0% | +63.5% |
| All | +1,148.9% | +2,099.1% | -950.2% | +327.6% |
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 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