+24.4%
IOT vs CCEP
+82.4%
-58.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -4.5% | -2.8% | -1.7% | -4.3% |
| 30D | -2.4% | -4.0% | +1.6% | -2.1% |
| 3M | +19.0% | +5.2% | +13.8% | +18.9% |
| 6M | +19.6% | +2.7% | +16.9% | +20.3% |
| YTD | +8.3% | +14.5% | -6.3% | +6.6% |
| 1Y | -0.8% | +17.2% | -18.0% | -3.0% |
| 3Y | +24.4% | +79.3% | -54.9% | -1.3% |
| All | +24.4% | +82.4% | -58.0% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling