+1,015.5%
FCX vs CCEP
+4,910.9%
-3,895.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +1.3% |
| 7D | -4.9% | -3.1% | -1.8% | -3.9% |
| 30D | +4.8% | -2.6% | +7.4% | +5.6% |
| 3M | +4.6% | +14.9% | -10.3% | -0.9% |
| 6M | +10.8% | +2.3% | +8.6% | +9.3% |
| YTD | +44.2% | +17.8% | +26.4% | +35.0% |
| 1Y | +59.6% | +24.2% | +35.4% | +46.1% |
| 3Y | +82.2% | +84.7% | -2.5% | +44.0% |
| 5Y | +115.6% | +103.2% | +12.4% | +63.7% |
| 10Y | +670.6% | +257.4% | +413.2% | +384.8% |
| All | +1,015.5% | +4,910.9% | -3,895.4% | +372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling