+139.7%
CCEP vs FGI
-74.8%
+214.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -25.2% | +26.6% | +1.5% |
| 7D | +2.1% | -14.4% | +16.5% | +2.1% |
| 30D | +10.6% | -11.8% | +22.4% | +10.6% |
| 3M | +10.3% | -46.2% | +56.6% | +10.5% |
| 6M | +31.1% | +5.2% | +25.9% | +30.5% |
| YTD | +32.1% | +10.5% | +21.6% | +31.0% |
| 1Y | +32.8% | +25.5% | +7.3% | +31.3% |
| 3Y | +111.3% | -16.0% | +127.3% | +108.3% |
| All | +139.7% | -74.8% | +214.5% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling