+309.6%
IVV vs CCEP
+299.9%
+9.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | +0.1% | +1.7% | -1.6% | -0.5% |
| 30D | -3.3% | +12.7% | -16.0% | -7.2% |
| 3M | -2.4% | +8.5% | -10.9% | -5.3% |
| 6M | +2.6% | +25.6% | -23.0% | -5.6% |
| YTD | +11.3% | +30.9% | -19.6% | +0.5% |
| 1Y | +13.4% | +32.0% | -18.5% | +2.1% |
| 3Y | +80.3% | +110.9% | -30.6% | +35.0% |
| 5Y | +72.7% | +138.5% | -65.7% | +21.7% |
| 10Y | +309.6% | +302.3% | +7.3% | +150.0% |
| All | +309.6% | +299.9% | +9.7% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling