+230.4%
CCEP vs FCUV
-98.6%
+329.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -5.7% | -72.0% | +66.2% | -5.7% |
| 30D | -3.4% | -8.0% | +4.6% | -3.4% |
| 3M | +5.5% | +66.3% | -60.8% | +5.1% |
| 6M | +2.2% | -75.3% | +77.5% | +2.1% |
| YTD | +14.6% | -83.0% | +97.6% | +14.6% |
| 1Y | +18.9% | -94.7% | +113.6% | +19.1% |
| 3Y | +82.6% | -99.3% | +181.9% | +82.7% |
| 5Y | +107.0% | -99.9% | +206.8% | +107.5% |
| All | +230.4% | -98.6% | +329.0% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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