+238.1%
CCEP vs FHN
+125.8%
+112.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -2.1% | -2.6% | +0.5% | -1.6% |
| 3M | +7.2% | 0.0% | +7.1% | +7.1% |
| 6M | +3.3% | +9.2% | -6.0% | +1.3% |
| YTD | +15.7% | +4.3% | +11.3% | +14.3% |
| 1Y | +16.6% | +10.8% | +5.8% | +13.5% |
| 3Y | +84.3% | +130.7% | -46.5% | +49.0% |
| 5Y | +109.0% | +87.4% | +21.7% | +64.8% |
| 10Y | +238.1% | +126.9% | +111.3% | +126.7% |
| All | +238.1% | +125.8% | +112.3% | +126.7% |
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