+1,422.9%
FANG vs CCEP
+550.5%
+872.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.7% |
| 7D | -0.4% | -3.7% | +3.3% | +1.3% |
| 30D | +2.4% | -2.1% | +4.5% | +3.2% |
| 3M | +4.9% | +7.2% | -2.3% | +0.6% |
| 6M | +12.0% | +3.3% | +8.8% | +8.3% |
| YTD | +37.1% | +15.7% | +21.4% | +24.8% |
| 1Y | +52.3% | +16.6% | +35.7% | +37.5% |
| 3Y | +45.0% | +84.3% | -39.3% | +0.2% |
| 5Y | +231.0% | +109.0% | +122.0% | +105.4% |
| 10Y | +177.5% | +238.1% | -60.7% | +34.2% |
| All | +1,422.9% | +550.5% | +872.5% | +375.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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