-16.1%
IP vs CCEP
+105.1%
-121.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +3.4% |
| 7D | -5.3% | -3.1% | -2.2% | -4.1% |
| 30D | -10.9% | -2.6% | -8.3% | -10.0% |
| 3M | +11.2% | +14.9% | -3.8% | +5.0% |
| 6M | -10.2% | +2.3% | -12.5% | -11.3% |
| YTD | -2.0% | +17.8% | -19.8% | -8.4% |
| 1Y | -19.1% | +24.2% | -43.3% | -25.9% |
| 3Y | +20.9% | +84.7% | -63.9% | -6.7% |
| All | -16.1% | +105.1% | -121.2% | -40.8% |
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