+724.1%
FCX vs CCEP
+237.8%
+486.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.8% |
| 7D | +3.1% | -3.7% | +6.8% | +5.1% |
| 30D | +8.1% | -2.1% | +10.2% | +9.1% |
| 3M | +18.9% | +7.2% | +11.8% | +13.8% |
| 6M | +26.6% | +3.3% | +23.3% | +23.1% |
| YTD | +51.2% | +15.7% | +35.5% | +37.7% |
| 1Y | +75.6% | +16.6% | +59.0% | +58.3% |
| 3Y | +101.7% | +84.3% | +17.4% | +37.4% |
| 5Y | +134.6% | +109.0% | +25.6% | +45.8% |
| 10Y | +724.1% | +238.1% | +486.0% | +350.0% |
| All | +724.1% | +237.8% | +486.3% | +350.0% |
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 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