+69,298.0%
FAST vs CCEP
+6,869.6%
+62,428.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.5% |
| 7D | -0.4% | -3.1% | +2.7% | +0.4% |
| 30D | -0.8% | -2.6% | +1.8% | -0.2% |
| 3M | +5.8% | +14.9% | -9.2% | +1.8% |
| 6M | +8.0% | +2.3% | +5.7% | +7.0% |
| YTD | +25.6% | +17.8% | +7.8% | +20.0% |
| 1Y | +0.8% | +24.2% | -23.4% | -5.2% |
| 3Y | +86.1% | +84.7% | +1.4% | +57.1% |
| 5Y | +100.2% | +103.2% | -3.0% | +63.2% |
| 10Y | +494.2% | +257.4% | +236.8% | +304.9% |
| All | +69,298.0% | +6,869.6% | +62,428.4% | +21,407.5% |
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