+61.5%
FCX vs CCEP
+148.1%
-86.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | -4.9% | +2.6% | -7.5% | -5.9% |
| 30D | -17.1% | +15.1% | -32.3% | -21.9% |
| 3M | -12.7% | +7.3% | -19.9% | -15.5% |
| 6M | -2.0% | +23.4% | -25.4% | -11.4% |
| YTD | +18.1% | +29.4% | -11.3% | +4.3% |
| 1Y | +55.2% | +34.2% | +20.9% | +34.6% |
| 3Y | +74.3% | +108.4% | -34.0% | +15.9% |
| All | +61.5% | +148.1% | -86.6% | -4.1% |
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