+299.6%
CCEP vs FTV
+90.8%
+208.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | -3.1% | -4.5% | +1.4% | -1.3% |
| 30D | -2.6% | -7.1% | +4.5% | +0.2% |
| 3M | +14.9% | -7.2% | +22.1% | +17.9% |
| 6M | +2.3% | -1.5% | +3.8% | +2.2% |
| YTD | +17.8% | +3.5% | +14.4% | +14.5% |
| 1Y | +24.2% | +20.3% | +3.9% | +12.9% |
| 3Y | +84.7% | -3.1% | +87.8% | +79.4% |
| 5Y | +103.2% | +2.3% | +100.8% | +88.3% |
| 10Y | +257.4% | +76.3% | +181.1% | +170.4% |
| All | +299.6% | +90.8% | +208.8% | +201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling