+238.1%
CCEP vs FTV
+78.2%
+160.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.3% | -2.1% |
| 7D | -3.7% | -1.3% | -2.4% | -3.2% |
| 30D | -2.1% | -9.5% | +7.4% | +1.9% |
| 3M | +7.2% | -10.9% | +18.1% | +11.8% |
| 6M | +3.3% | -0.6% | +3.9% | +2.9% |
| YTD | +15.7% | +1.4% | +14.3% | +13.3% |
| 1Y | +16.6% | +17.6% | -1.1% | +6.8% |
| 3Y | +84.3% | -3.3% | +87.5% | +78.7% |
| 5Y | +109.0% | -0.1% | +109.2% | +95.5% |
| 10Y | +238.1% | +82.5% | +155.7% | +155.8% |
| All | +238.1% | +78.2% | +160.0% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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