+141.8%
CCEP vs FTV
+16.7%
+125.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | +5.4% | +1.4% | +4.0% | +4.9% |
| 30D | +12.8% | +18.3% | -5.5% | +7.1% |
| 3M | +10.9% | +9.8% | +1.0% | +7.6% |
| 6M | +25.6% | +12.3% | +13.3% | +20.8% |
| YTD | +31.0% | +23.1% | +7.9% | +21.4% |
| 1Y | +32.3% | +32.5% | -0.3% | +19.5% |
| 3Y | +110.5% | +38.3% | +72.2% | +79.6% |
| 5Y | +141.8% | +16.8% | +125.0% | +116.6% |
| All | +141.8% | +16.7% | +125.1% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling