+383.2%
FCX vs CCEP
+336.4%
+46.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.3% |
| 7D | +4.4% | -0.3% | +4.7% | +4.6% |
| 30D | -16.3% | +11.0% | -27.3% | -21.2% |
| 3M | -12.5% | +9.2% | -21.7% | -17.1% |
| 6M | -8.0% | +27.2% | -35.2% | -20.5% |
| YTD | +20.1% | +30.3% | -10.2% | +2.0% |
| 1Y | +45.9% | +28.7% | +17.3% | +24.6% |
| 3Y | +86.2% | +109.4% | -23.2% | +16.9% |
| 5Y | +57.1% | +144.1% | -87.0% | -11.6% |
| All | +383.2% | +336.4% | +46.8% | +117.9% |
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