+344.2%
CCEP vs FTV
+126.9%
+217.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.3% |
| 7D | +5.4% | +1.4% | +4.0% | +4.7% |
| 30D | +12.8% | +18.3% | -5.5% | +5.4% |
| 3M | +10.9% | +9.8% | +1.0% | +6.6% |
| 6M | +25.6% | +12.3% | +13.3% | +19.2% |
| YTD | +31.0% | +23.1% | +7.9% | +18.6% |
| 1Y | +32.3% | +32.5% | -0.3% | +16.0% |
| 3Y | +110.5% | +38.3% | +72.2% | +75.1% |
| 5Y | +141.8% | +16.8% | +125.0% | +112.9% |
| 10Y | +341.1% | +106.6% | +234.6% | +212.1% |
| All | +344.2% | +126.9% | +217.2% | +212.5% |
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