+12.2%
IOT vs CCEP
+24.3%
-12.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.8% | +3.1% |
| 7D | -2.3% | -3.1% | +0.7% | -3.0% |
| 30D | +3.8% | -2.6% | +6.4% | +3.2% |
| 3M | +14.2% | +14.9% | -0.8% | +21.4% |
| 6M | +40.1% | +2.3% | +37.9% | +42.5% |
| YTD | +13.4% | +17.8% | -4.5% | +21.5% |
| 1Y | +12.2% | +24.2% | -12.0% | +22.0% |
| All | +12.2% | +24.3% | -12.1% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling