+356.7%
IP vs CCEP
+6,869.6%
-6,513.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +3.1% |
| 7D | -5.3% | -3.1% | -2.2% | -4.4% |
| 30D | -10.9% | -2.6% | -8.3% | -10.2% |
| 3M | +11.2% | +14.9% | -3.8% | +6.6% |
| 6M | -10.2% | +2.3% | -12.5% | -10.9% |
| YTD | -2.0% | +17.8% | -19.8% | -6.7% |
| 1Y | -19.1% | +24.2% | -43.3% | -24.2% |
| 3Y | +20.9% | +84.7% | -63.9% | 0.0% |
| 5Y | -17.8% | +103.2% | -121.0% | -34.5% |
| 10Y | +23.5% | +257.4% | -233.9% | -17.4% |
| All | +356.7% | +6,869.6% | -6,513.0% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling