-14.8%
IP vs CCEP
+10.4%
-25.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +0.1% |
| 7D | +3.4% | +4.2% | -0.9% | +2.1% |
| 30D | +11.2% | +14.2% | -2.9% | +7.8% |
| 3M | -14.8% | +9.1% | -23.9% | -17.4% |
| All | -14.8% | +10.4% | -25.1% | -17.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling