+533.3%
FAST vs CCEP
+342.6%
+190.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -1.0% |
| 7D | +4.2% | +2.1% | +2.1% | +3.5% |
| 30D | +6.7% | +10.6% | -3.9% | +3.6% |
| 3M | +8.0% | +10.3% | -2.3% | +4.9% |
| 6M | +27.4% | +31.1% | -3.7% | +17.4% |
| YTD | +40.5% | +32.1% | +8.4% | +28.8% |
| 1Y | +38.4% | +32.8% | +5.5% | +26.7% |
| 3Y | +98.7% | +111.3% | -12.7% | +57.3% |
| 5Y | +106.7% | +147.5% | -40.8% | +54.2% |
| All | +533.3% | +342.6% | +190.8% | +310.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling