+110.2%
FAST vs CCEP
+139.0%
-28.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +4.8% | +5.4% | -0.6% | +3.2% |
| 30D | +8.6% | +12.8% | -4.2% | +4.7% |
| 3M | +5.7% | +10.9% | -5.2% | +2.3% |
| 6M | +25.5% | +25.6% | -0.2% | +16.5% |
| YTD | +39.6% | +31.0% | +8.6% | +27.4% |
| 1Y | +35.5% | +32.3% | +3.2% | +23.2% |
| 3Y | +96.2% | +110.5% | -14.3% | +49.8% |
| 5Y | +110.2% | +141.8% | -31.6% | +50.3% |
| All | +110.2% | +139.0% | -28.8% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling