+4.8%
IYR vs CCEP
+108.6%
-103.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -0.4% | -1.0% | +0.6% | -0.1% |
| 30D | -2.5% | -1.6% | -0.9% | -2.0% |
| 3M | +1.5% | +11.9% | -10.4% | -2.8% |
| 6M | +3.9% | +7.5% | -3.6% | +0.8% |
| YTD | +9.5% | +18.7% | -9.2% | +2.2% |
| 1Y | +7.5% | +21.4% | -13.9% | -0.7% |
| 3Y | +30.8% | +89.1% | -58.3% | +1.4% |
| 5Y | +4.8% | +108.7% | -103.9% | -24.1% |
| All | +4.8% | +108.6% | -103.8% | -24.1% |
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