+735.8%
IVV vs CCEP
+2,426.4%
-1,690.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.8% |
| 7D | -4.8% | +5.7% | -10.5% | -6.5% |
| 30D | -5.9% | +15.3% | -21.2% | -10.2% |
| 3M | -4.5% | +8.0% | -12.6% | -7.1% |
| 6M | +1.8% | +26.7% | -24.9% | -6.1% |
| YTD | +8.4% | +30.7% | -22.3% | -1.3% |
| 1Y | +9.4% | +36.5% | -27.1% | -1.8% |
| 3Y | +75.3% | +111.1% | -35.9% | +35.5% |
| 5Y | +67.8% | +149.7% | -81.9% | +21.6% |
| 10Y | +314.2% | +305.3% | +8.8% | +149.1% |
| All | +735.8% | +2,426.4% | -1,690.6% | +181.6% |
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