+55.4%
IOT vs CCEP
+118.7%
-63.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -4.5% | -2.8% | -1.7% | -3.2% |
| 30D | -2.4% | -4.0% | +1.6% | -0.7% |
| 3M | +19.0% | +5.2% | +13.8% | +16.3% |
| 6M | +19.6% | +2.7% | +16.9% | +17.6% |
| YTD | +8.3% | +14.5% | -6.3% | -1.0% |
| 1Y | -0.8% | +17.2% | -18.0% | -11.0% |
| 3Y | +24.4% | +79.3% | -54.9% | -22.4% |
| All | +55.4% | +118.7% | -63.4% | -1.6% |
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