+345.4%
CCEP vs FTV
+127.5%
+217.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +1.8% | -0.7% | +2.4% | +1.9% |
| 30D | +12.2% | +18.3% | -6.2% | +4.8% |
| 3M | +10.7% | +10.2% | +0.5% | +6.2% |
| 6M | +27.5% | +12.8% | +14.7% | +20.8% |
| YTD | +31.3% | +23.4% | +8.0% | +18.8% |
| 1Y | +29.9% | +31.4% | -1.5% | +14.3% |
| 3Y | +111.1% | +38.7% | +72.4% | +75.5% |
| 5Y | +142.3% | +18.6% | +123.8% | +112.0% |
| 10Y | +335.5% | +110.1% | +225.3% | +207.5% |
| All | +345.4% | +127.5% | +217.9% | +213.0% |
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