+24.2%
CCEP vs FDS
-17.4%
+41.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -2.9% |
| 7D | -3.1% | -1.9% | -1.2% | -3.0% |
| 30D | -2.6% | +9.0% | -11.6% | -3.0% |
| 3M | +14.9% | +18.9% | -3.9% | +13.4% |
| 6M | +2.3% | +35.1% | -32.9% | +1.0% |
| YTD | +17.8% | +5.5% | +12.4% | +19.9% |
| 1Y | +24.2% | -16.8% | +41.0% | +30.3% |
| All | +24.2% | -17.4% | +41.6% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling