+7,553.0%
CCEP vs FHN
+1,690.1%
+5,862.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | +2.6% | -1.0% | +3.6% | +2.8% |
| 30D | +15.1% | +0.2% | +14.9% | +15.1% |
| 3M | +7.3% | -9.0% | +16.3% | +9.4% |
| 6M | +23.4% | -6.8% | +30.2% | +25.1% |
| YTD | +29.4% | -1.5% | +30.9% | +29.4% |
| 1Y | +34.2% | +10.9% | +23.3% | +30.8% |
| 3Y | +108.4% | +119.4% | -11.0% | +71.4% |
| 5Y | +147.3% | +57.5% | +89.7% | +107.4% |
| 10Y | +301.3% | +114.1% | +187.2% | +195.2% |
| All | +7,553.0% | +1,690.1% | +5,862.9% | +2,950.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling