+423.4%
CCEP vs FCUV
-94.7%
+518.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +136.0% | -134.6% | +1.3% |
| 7D | +2.1% | +148.8% | -146.7% | +2.0% |
| 30D | +10.6% | +95.0% | -84.5% | +10.5% |
| 3M | +10.3% | +27.8% | -17.5% | +10.2% |
| 6M | +31.1% | +121.0% | -89.9% | +30.4% |
| YTD | +32.1% | -78.1% | +110.3% | +31.9% |
| 1Y | +32.8% | -94.3% | +127.1% | +32.9% |
| 3Y | +111.3% | -98.9% | +210.3% | +111.2% |
| 5Y | +147.5% | -99.7% | +247.2% | +147.6% |
| 10Y | +338.1% | -98.2% | +436.3% | +330.6% |
| All | +423.4% | -94.7% | +518.1% | +406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling