+138.3%
CCEP vs FGI
-68.3%
+206.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.9% | -5.6% | +0.3% |
| 7D | +1.8% | +6.9% | -5.1% | +1.7% |
| 30D | +12.2% | +3.9% | +8.2% | +12.1% |
| 3M | +10.7% | +74.3% | -63.6% | +10.0% |
| 6M | +27.5% | +28.9% | -1.5% | +26.8% |
| YTD | +31.3% | +39.1% | -7.8% | +30.1% |
| 1Y | +29.9% | +49.3% | -19.4% | +28.4% |
| 3Y | +111.1% | +5.7% | +105.4% | +107.9% |
| All | +138.3% | -68.3% | +206.6% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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