+741.9%
IWM vs CCEP
+2,296.8%
-1,554.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | -2.0% | +2.6% | -4.6% | -3.0% |
| 30D | -1.5% | +15.1% | -16.6% | -6.5% |
| 3M | -8.0% | +7.3% | -15.3% | -10.6% |
| 6M | -4.1% | +23.4% | -27.5% | -11.7% |
| YTD | +11.9% | +29.4% | -17.5% | +1.0% |
| 1Y | +15.0% | +34.2% | -19.2% | +2.4% |
| 3Y | +64.2% | +108.4% | -44.2% | +23.2% |
| 5Y | +20.4% | +147.3% | -126.9% | -16.0% |
| 10Y | +168.0% | +301.3% | -133.4% | +53.0% |
| All | +741.9% | +2,296.8% | -1,554.9% | +173.0% |
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 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