+107.2%
CCEP vs FHN
+86.2%
+21.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -3.1% | +1.2% | -4.2% | -3.1% |
| 30D | -2.6% | -4.7% | +2.1% | -2.3% |
| 3M | +14.9% | +3.5% | +11.4% | +14.7% |
| 6M | +2.3% | +7.8% | -5.6% | +1.8% |
| YTD | +17.8% | +5.9% | +12.0% | +17.3% |
| 1Y | +24.2% | +12.5% | +11.7% | +23.1% |
| 3Y | +84.7% | +117.2% | -32.5% | +76.1% |
| All | +107.2% | +86.2% | +21.0% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling