+4,087.3%
FDX vs CCEP
+6,869.6%
-2,782.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.6% | +0.3% |
| 7D | -2.5% | -3.1% | +0.5% | -1.7% |
| 30D | +3.8% | -2.6% | +6.4% | +4.5% |
| 3M | -1.3% | +14.9% | -16.2% | -5.3% |
| 6M | +5.0% | +2.3% | +2.8% | +4.0% |
| YTD | +39.6% | +17.8% | +21.8% | +32.7% |
| 1Y | +81.1% | +24.2% | +56.9% | +69.4% |
| 3Y | +63.0% | +84.7% | -21.7% | +34.8% |
| 5Y | +65.6% | +103.2% | -37.6% | +32.3% |
| 10Y | +183.4% | +257.4% | -74.0% | +89.9% |
| All | +4,087.3% | +6,869.6% | -2,782.3% | +1,238.8% |
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