+148.3%
CCEP vs FFIV
+35.3%
+113.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.7% |
| 7D | +2.1% | -0.5% | +2.6% | +2.2% |
| 30D | +10.6% | -32.4% | +43.0% | +15.3% |
| 3M | +10.3% | -25.7% | +36.0% | +13.3% |
| 6M | +31.1% | -13.5% | +44.6% | +31.0% |
| YTD | +32.1% | +21.1% | +11.0% | +23.7% |
| 1Y | +32.8% | +29.4% | +3.4% | +22.6% |
| 3Y | +111.3% | +94.9% | +16.4% | +67.3% |
| All | +148.3% | +35.3% | +113.0% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling