+1,567.6%
CCEP vs FLR
+603.8%
+963.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.7% |
| 7D | -3.1% | +5.4% | -8.5% | -3.9% |
| 30D | -2.6% | +11.4% | -14.0% | -4.6% |
| 3M | +14.9% | +11.4% | +3.5% | +12.0% |
| 6M | +2.3% | +16.6% | -14.4% | -1.7% |
| YTD | +17.8% | +41.7% | -23.9% | +9.5% |
| 1Y | +24.2% | +35.4% | -11.2% | +15.6% |
| 3Y | +84.7% | +57.3% | +27.4% | +60.5% |
| 5Y | +103.2% | +241.0% | -137.8% | +48.9% |
| 10Y | +257.4% | +16.6% | +240.7% | +176.6% |
| All | +1,567.6% | +603.8% | +963.8% | +855.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling