+24.2%
CCEP vs FLR
+31.2%
-7.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -3.2% |
| 7D | -3.1% | +5.4% | -8.5% | -2.9% |
| 30D | -2.6% | +11.4% | -14.0% | -2.2% |
| 3M | +14.9% | +11.4% | +3.5% | +15.3% |
| 6M | +2.3% | +16.6% | -14.4% | +2.5% |
| YTD | +17.8% | +41.7% | -23.9% | +20.3% |
| 1Y | +24.2% | +35.4% | -11.2% | +29.5% |
| All | +24.2% | +31.2% | -7.0% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling