+60.3%
FCX vs CCEP
+36.9%
+23.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +1.4% |
| 7D | -6.0% | +4.2% | -10.3% | -5.9% |
| 30D | -13.6% | +14.2% | -27.7% | -13.9% |
| 3M | -6.8% | +9.1% | -15.9% | -6.9% |
| 6M | +13.2% | +26.9% | -13.7% | +10.2% |
| YTD | +24.4% | +29.1% | -4.7% | +32.5% |
| 1Y | +60.3% | +36.8% | +23.5% | +68.6% |
| All | +60.3% | +36.9% | +23.4% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling