+32.3%
CCEP vs FLR
+7.1%
+25.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | +0.1% |
| 7D | +5.4% | +5.1% | +0.3% | +5.6% |
| 30D | +12.8% | -0.5% | +13.2% | +13.1% |
| 3M | +10.9% | -3.5% | +14.3% | +11.2% |
| 6M | +25.6% | +16.5% | +9.2% | +25.4% |
| YTD | +31.0% | +27.3% | +3.7% | +34.0% |
| 1Y | +32.3% | +10.6% | +21.6% | +34.7% |
| All | +32.3% | +7.1% | +25.2% | +34.7% |
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