+55.6%
IOT vs CCEP
+119.0%
-63.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -0.8% | -5.7% | +4.9% | +1.9% |
| 30D | -4.7% | -3.4% | -1.3% | -3.2% |
| 3M | +17.8% | +5.5% | +12.3% | +15.0% |
| 6M | +16.8% | +2.2% | +14.6% | +15.1% |
| YTD | +8.4% | +14.6% | -6.2% | -0.9% |
| 1Y | -0.8% | +18.9% | -19.7% | -11.9% |
| 3Y | +25.7% | +82.6% | -56.9% | -22.7% |
| All | +55.6% | +119.0% | -63.3% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling