+302.3%
CCEP vs FDS
+135.1%
+167.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.3% |
| 7D | +1.7% | -5.0% | +6.6% | +3.0% |
| 30D | +12.7% | +13.8% | -1.1% | +9.1% |
| 3M | +8.5% | +14.8% | -6.3% | +4.4% |
| 6M | +25.6% | +47.4% | -21.8% | +12.1% |
| YTD | +30.9% | +14.2% | +16.8% | +24.3% |
| 1Y | +32.0% | +26.6% | +5.3% | +20.9% |
| 3Y | +110.9% | -24.4% | +135.4% | +124.8% |
| 5Y | +138.5% | -22.6% | +161.1% | +148.0% |
| 10Y | +302.3% | +130.0% | +172.3% | +217.0% |
| All | +302.3% | +135.1% | +167.2% | +217.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling