+114.3%
FCX vs CCEP
+105.1%
+9.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +1.5% |
| 7D | -4.9% | -3.1% | -1.8% | -3.7% |
| 30D | +4.8% | -2.6% | +7.4% | +5.8% |
| 3M | +4.6% | +14.9% | -10.3% | -2.3% |
| 6M | +10.8% | +2.3% | +8.6% | +9.0% |
| YTD | +44.2% | +17.8% | +26.4% | +32.6% |
| 1Y | +59.6% | +24.2% | +35.4% | +42.1% |
| 3Y | +82.2% | +84.7% | -2.5% | +28.0% |
| All | +114.3% | +105.1% | +9.2% | +42.3% |
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