+148.3%
CCEP vs FDS
-23.2%
+171.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +2.1% | +1.5% | +0.6% | +1.8% |
| 30D | +10.6% | +14.8% | -4.2% | +8.0% |
| 3M | +10.3% | +16.3% | -6.0% | +7.3% |
| 6M | +31.1% | +66.2% | -35.1% | +18.9% |
| YTD | +32.1% | +16.2% | +15.9% | +28.9% |
| 1Y | +32.8% | +21.8% | +11.0% | +27.6% |
| 3Y | +111.3% | -23.9% | +135.2% | +129.6% |
| All | +148.3% | -23.2% | +171.5% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling