+202.0%
IONQ vs CCEP
+174.2%
+27.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.0% | +24.4% | +23.8% |
| 7D | +8.6% | +2.6% | +6.0% | +6.9% |
| 30D | -21.1% | +15.1% | -36.2% | -27.0% |
| 3M | -17.9% | +7.3% | -25.2% | -21.6% |
| 6M | -37.9% | +23.4% | -61.4% | -45.7% |
| YTD | -27.3% | +29.4% | -56.7% | -39.1% |
| 1Y | -43.2% | +34.2% | -77.4% | -53.7% |
| 3Y | +191.0% | +108.4% | +82.6% | +66.8% |
| 5Y | +69.3% | +147.3% | -78.0% | -15.8% |
| All | +202.0% | +174.2% | +27.9% | +41.5% |
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