-12.4%
IP vs CCEP
+148.1%
-160.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -5.1% | +2.6% | -7.6% | -6.1% |
| 30D | +8.5% | +15.1% | -6.6% | +2.4% |
| 3M | -13.8% | +7.3% | -21.1% | -16.5% |
| 6M | +5.7% | +23.4% | -17.7% | -3.3% |
| YTD | -9.1% | +29.4% | -38.5% | -18.4% |
| 1Y | -0.8% | +34.2% | -35.1% | -12.2% |
| 3Y | +14.8% | +108.4% | -93.6% | -16.2% |
| All | -12.4% | +148.1% | -160.5% | -42.4% |
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 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