+89.1%
CCEP vs FLR
+60.4%
+28.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -1.0% | +0.7% | -1.6% | -1.0% |
| 30D | -1.6% | -0.7% | -0.9% | -1.6% |
| 3M | +11.9% | +14.3% | -2.5% | +11.8% |
| 6M | +7.5% | +25.6% | -18.1% | +7.1% |
| YTD | +18.7% | +42.9% | -24.1% | +18.3% |
| 1Y | +21.4% | +38.7% | -17.3% | +21.0% |
| 3Y | +89.1% | +61.8% | +27.3% | +78.6% |
| All | +89.1% | +60.4% | +28.7% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling