+302.3%
CCEP vs FHN
+106.3%
+196.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -1.0% | +0.7% |
| 7D | +1.7% | -0.5% | +2.1% | +1.8% |
| 30D | +12.7% | +1.9% | +10.8% | +12.2% |
| 3M | +8.5% | -6.9% | +15.4% | +10.1% |
| 6M | +25.6% | -3.1% | +28.6% | +26.3% |
| YTD | +30.9% | +0.6% | +30.3% | +30.3% |
| 1Y | +32.0% | +12.4% | +19.6% | +28.3% |
| 3Y | +110.9% | +133.7% | -22.8% | +69.8% |
| 5Y | +138.5% | +61.4% | +77.1% | +96.2% |
| 10Y | +302.3% | +97.9% | +204.5% | +211.4% |
| All | +302.3% | +106.3% | +196.1% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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