+123.4%
FE vs CCEP
+342.6%
-219.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | +1.2% | +2.1% | -0.9% | +0.6% |
| 30D | +4.5% | +10.6% | -6.1% | +1.3% |
| 3M | +1.3% | +10.3% | -9.0% | -1.8% |
| 6M | +8.7% | +31.1% | -22.4% | -0.4% |
| YTD | +9.2% | +32.1% | -22.9% | -0.5% |
| 1Y | +7.0% | +32.8% | -25.9% | -2.7% |
| 3Y | +51.4% | +111.3% | -60.0% | +17.9% |
| 5Y | +47.7% | +147.5% | -99.8% | +7.7% |
| All | +123.4% | +342.6% | -219.1% | +41.3% |
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 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