+83.1%
IVV vs CCEP
+105.1%
-22.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.5% |
| 7D | +0.1% | -3.1% | +3.2% | +1.0% |
| 30D | +0.1% | -2.6% | +2.7% | +0.8% |
| 3M | +2.0% | +14.9% | -12.9% | -2.6% |
| 6M | +13.0% | +2.3% | +10.8% | +11.8% |
| YTD | +13.6% | +17.8% | -4.3% | +7.0% |
| 1Y | +20.1% | +24.2% | -4.1% | +10.8% |
| 3Y | +77.6% | +84.7% | -7.1% | +38.2% |
| All | +83.1% | +105.1% | -22.0% | +33.2% |
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