+69.2%
IYR vs CCEP
+237.8%
-168.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.4% | -0.1% |
| 7D | -0.9% | -3.7% | +2.8% | +0.5% |
| 30D | -2.4% | -2.1% | -0.3% | -1.6% |
| 3M | -2.0% | +7.2% | -9.2% | -4.9% |
| 6M | +2.5% | +3.3% | -0.8% | +0.7% |
| YTD | +8.3% | +15.7% | -7.4% | +1.5% |
| 1Y | +6.5% | +16.6% | -10.1% | -0.8% |
| 3Y | +29.3% | +84.3% | -54.9% | -1.0% |
| 5Y | +5.7% | +109.0% | -103.3% | -24.6% |
| 10Y | +69.2% | +238.1% | -168.9% | +2.0% |
| All | +69.2% | +237.8% | -168.6% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling