+109.4%
CCEP vs FRSH
-72.5%
+181.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.8% | -6.6% | +3.8% | -2.3% |
| 30D | -4.0% | +2.1% | -6.1% | -4.2% |
| 3M | +5.2% | +29.0% | -23.8% | +3.1% |
| 6M | +2.7% | +48.6% | -45.9% | -0.7% |
| YTD | +14.5% | -2.9% | +17.5% | +14.2% |
| 1Y | +17.2% | -7.9% | +25.1% | +17.2% |
| 3Y | +79.3% | -46.5% | +125.8% | +85.3% |
| All | +109.4% | -72.5% | +181.9% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling