+102.2%
FE vs CCEP
+301.0%
-198.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -1.0% | +2.6% | -3.6% | -1.8% |
| 30D | +4.1% | +15.1% | -11.0% | -0.3% |
| 3M | -1.0% | +7.3% | -8.3% | -3.3% |
| 6M | +4.0% | +23.4% | -19.4% | -3.0% |
| YTD | +6.8% | +29.4% | -22.6% | -2.1% |
| 1Y | +5.3% | +34.2% | -29.0% | -4.7% |
| 3Y | +44.6% | +108.4% | -63.8% | +12.8% |
| 5Y | +44.2% | +147.3% | -103.0% | +4.7% |
| All | +102.2% | +301.0% | -198.8% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling