+10.8%
FCX vs CCEP
+1.4%
+9.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.7% |
| 7D | -4.9% | -3.1% | -1.8% | -4.4% |
| 30D | +4.8% | -2.6% | +7.4% | +5.3% |
| 3M | +4.6% | +14.9% | -10.3% | -2.0% |
| 6M | +10.8% | +2.3% | +8.6% | +21.1% |
| All | +10.8% | +1.4% | +9.4% | +21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling