+335.5%
CCEP vs FFIV
+130.1%
+205.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +1.8% | -2.9% | +4.7% | +2.3% |
| 30D | +12.2% | -32.4% | +44.6% | +21.0% |
| 3M | +10.7% | -22.7% | +33.4% | +15.2% |
| 6M | +27.5% | -10.7% | +38.2% | +27.6% |
| YTD | +31.3% | +25.4% | +6.0% | +19.4% |
| 1Y | +29.9% | +34.2% | -4.3% | +15.8% |
| 3Y | +111.1% | +101.2% | +9.9% | +59.8% |
| 5Y | +142.3% | +42.0% | +100.4% | +101.4% |
| 10Y | +335.5% | +126.7% | +208.8% | +180.9% |
| All | +335.5% | +130.1% | +205.4% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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