-12.3%
IP vs CCEP
+157.0%
-169.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.2% | -4.5% |
| 7D | -5.0% | +5.7% | -10.7% | -7.1% |
| 30D | +6.5% | +15.3% | -8.8% | +0.4% |
| 3M | -18.0% | +8.0% | -26.1% | -20.7% |
| 6M | +10.3% | +26.7% | -16.4% | -0.1% |
| YTD | -9.9% | +30.7% | -40.6% | -19.5% |
| 1Y | -1.1% | +36.5% | -37.6% | -13.0% |
| 3Y | +13.0% | +111.1% | -98.1% | -18.0% |
| 5Y | -12.3% | +149.7% | -162.0% | -42.5% |
| All | -12.3% | +157.0% | -169.3% | -42.5% |
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