+971.6%
CCEP vs FFIV
+5,965.2%
-4,993.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +2.6% | -8.1% | +10.7% | +3.1% |
| 30D | +15.1% | -33.4% | +48.5% | +18.0% |
| 3M | +7.3% | -24.7% | +32.0% | +8.9% |
| 6M | +23.4% | -8.8% | +32.3% | +23.6% |
| YTD | +29.4% | +21.8% | +7.6% | +26.8% |
| 1Y | +34.2% | +25.3% | +8.9% | +31.2% |
| 3Y | +108.4% | +101.2% | +7.2% | +96.1% |
| 5Y | +147.3% | +40.2% | +107.0% | +137.5% |
| 10Y | +301.3% | +129.0% | +172.3% | +271.7% |
| All | +971.6% | +5,965.2% | -4,993.5% | +901.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling