+3,059.5%
CCEP vs FDS
+9,502.8%
-6,443.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -2.4% |
| 7D | -3.1% | -1.9% | -1.2% | -2.7% |
| 30D | -2.6% | +9.0% | -11.6% | -4.4% |
| 3M | +14.9% | +18.9% | -3.9% | +10.5% |
| 6M | +2.3% | +35.1% | -32.9% | -5.0% |
| YTD | +17.8% | +5.5% | +12.4% | +14.4% |
| 1Y | +24.2% | -16.8% | +41.0% | +26.3% |
| 3Y | +84.7% | -28.1% | +112.8% | +92.3% |
| 5Y | +103.2% | -17.4% | +120.6% | +103.9% |
| 10Y | +257.4% | +85.4% | +171.9% | +200.6% |
| All | +3,059.5% | +9,502.8% | -6,443.4% | +1,481.7% |
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