+108.7%
CCEP vs FTV
+4.3%
+104.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -1.6% | -8.3% | +6.7% | +1.0% |
| 3M | +11.9% | -7.4% | +19.3% | +14.2% |
| 6M | +7.5% | -1.2% | +8.7% | +7.3% |
| YTD | +18.7% | +2.7% | +16.0% | +16.4% |
| 1Y | +21.4% | +18.4% | +3.0% | +13.0% |
| 3Y | +89.1% | -2.0% | +91.2% | +84.6% |
| 5Y | +108.7% | +3.4% | +105.3% | +84.3% |
| All | +108.7% | +4.3% | +104.4% | +84.3% |
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