+224.0%
IONQ vs CCEP
+177.5%
+46.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +16.7% | +5.4% | +11.3% | +13.8% |
| 30D | -12.3% | +12.8% | -25.0% | -17.9% |
| 3M | -17.7% | +10.9% | -28.6% | -22.7% |
| 6M | -28.9% | +25.6% | -54.6% | -38.4% |
| YTD | -22.0% | +31.0% | -53.0% | -34.9% |
| 1Y | -36.8% | +32.3% | -69.1% | -47.8% |
| 3Y | +228.2% | +110.5% | +117.7% | +87.5% |
| 5Y | +91.9% | +141.8% | -49.9% | -3.6% |
| All | +224.0% | +177.5% | +46.5% | +51.0% |
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 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