+113.9%
FE vs CCEP
+251.0%
-137.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.4% |
| 7D | +1.9% | -3.1% | +5.0% | +2.9% |
| 30D | -1.2% | -2.6% | +1.4% | -0.4% |
| 3M | +3.5% | +14.9% | -11.4% | -1.1% |
| 6M | -6.1% | +2.3% | -8.3% | -7.1% |
| YTD | +7.6% | +17.8% | -10.2% | +1.6% |
| 1Y | +11.9% | +24.2% | -12.3% | +3.7% |
| 3Y | +48.4% | +84.7% | -36.3% | +20.1% |
| 5Y | +44.8% | +103.2% | -58.4% | +11.9% |
| All | +113.9% | +251.0% | -137.1% | +41.2% |
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