+81.2%
CCEP vs FCUV
-99.2%
+180.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.0% | +4.5% | -2.6% |
| 7D | -3.7% | -63.8% | +60.1% | -3.8% |
| 30D | -2.1% | -14.7% | +12.6% | -2.0% |
| 3M | +7.2% | +65.3% | -58.1% | +8.4% |
| 6M | +3.3% | -68.5% | +71.8% | +4.7% |
| YTD | +15.7% | -83.0% | +98.7% | +17.5% |
| 1Y | +16.6% | -94.4% | +111.0% | +18.7% |
| All | +81.2% | -99.2% | +180.4% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling