+3,369.2%
CCEP vs FDS
+10,327.4%
-6,958.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.2% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | +15.1% | +20.2% | -5.1% | +10.9% |
| 3M | +7.3% | +19.9% | -12.6% | +3.1% |
| 6M | +23.4% | +56.2% | -32.7% | +11.5% |
| YTD | +29.4% | +14.6% | +14.8% | +23.2% |
| 1Y | +34.2% | +31.6% | +2.6% | +24.0% |
| 3Y | +108.4% | -23.8% | +132.2% | +114.0% |
| 5Y | +147.3% | -22.6% | +169.8% | +151.0% |
| 10Y | +301.3% | +139.3% | +162.0% | +220.8% |
| All | +3,369.2% | +10,327.4% | -6,958.2% | +1,603.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling