+108.4%
CCEP vs FFIV
+102.2%
+6.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +2.6% | -8.1% | +10.7% | +2.5% |
| 30D | +15.1% | -33.4% | +48.5% | +15.1% |
| 3M | +7.3% | -24.7% | +32.0% | +7.1% |
| 6M | +23.4% | -8.8% | +32.3% | +22.5% |
| YTD | +29.4% | +21.8% | +7.6% | +26.9% |
| 1Y | +34.2% | +25.3% | +8.9% | +31.3% |
| 3Y | +108.4% | +101.2% | +7.2% | +94.8% |
| All | +108.4% | +102.2% | +6.2% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling