+808.3%
IWM vs CCEP
+2,082.8%
-1,274.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.4% |
| 7D | +0.1% | -3.1% | +3.1% | +1.2% |
| 30D | -1.3% | -2.6% | +1.3% | -0.4% |
| 3M | +1.6% | +14.9% | -13.3% | -3.7% |
| 6M | +13.6% | +2.3% | +11.3% | +12.0% |
| YTD | +20.8% | +17.8% | +2.9% | +12.9% |
| 1Y | +26.4% | +24.2% | +2.2% | +15.7% |
| 3Y | +60.7% | +84.7% | -24.0% | +26.1% |
| 5Y | +38.2% | +103.2% | -65.0% | +3.5% |
| 10Y | +169.5% | +257.4% | -87.9% | +60.6% |
| All | +808.3% | +2,082.8% | -1,274.5% | +205.3% |
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 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