+79.4%
IVV vs CCEP
+112.6%
-33.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -0.9% | +1.8% | -2.7% | -1.1% |
| 30D | -2.3% | +12.2% | -14.5% | -3.8% |
| 3M | -1.2% | +10.7% | -11.8% | -2.5% |
| 6M | +3.3% | +27.5% | -24.2% | -0.5% |
| YTD | +12.3% | +31.3% | -19.0% | +7.5% |
| 1Y | +12.5% | +29.9% | -17.4% | +7.8% |
| All | +79.4% | +112.6% | -33.2% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling