+700.6%
IYR vs CCEP
+2,029.1%
-1,328.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.4% |
| 7D | -1.2% | -3.1% | +1.8% | -0.2% |
| 30D | -2.9% | -2.6% | -0.3% | -2.0% |
| 3M | +0.8% | +14.9% | -14.1% | -4.2% |
| 6M | +1.9% | +2.3% | -0.4% | +0.7% |
| YTD | +9.6% | +17.8% | -8.2% | +2.9% |
| 1Y | +8.1% | +24.2% | -16.1% | -0.5% |
| 3Y | +29.2% | +84.7% | -55.5% | +2.7% |
| 5Y | +4.3% | +103.2% | -98.9% | -21.1% |
| 10Y | +64.7% | +257.4% | -192.7% | -0.7% |
| All | +700.6% | +2,029.1% | -1,328.6% | +158.7% |
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