+113.8%
CCEP vs FGI
-70.4%
+184.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.5% | -10.7% | -3.1% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | -2.6% | +65.4% | -68.0% | -3.1% |
| 3M | +14.9% | +23.5% | -8.6% | +14.4% |
| 6M | +2.3% | +60.5% | -58.3% | +1.3% |
| YTD | +17.8% | +30.0% | -12.2% | +16.8% |
| 1Y | +24.2% | +82.1% | -57.9% | +22.1% |
| 3Y | +84.7% | -4.4% | +89.1% | +82.2% |
| All | +113.8% | -70.4% | +184.2% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling