+6.3%
FE vs CCEP
+36.6%
-30.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.3% |
| 7D | 0.0% | +2.6% | -2.6% | -0.5% |
| 30D | +5.2% | +15.1% | -10.0% | +2.8% |
| 3M | 0.0% | +7.3% | -7.3% | -1.2% |
| 6M | +5.0% | +23.4% | -18.4% | +1.3% |
| YTD | +7.9% | +29.4% | -21.5% | +4.2% |
| 1Y | +6.3% | +34.2% | -27.9% | +2.0% |
| All | +6.3% | +36.6% | -30.3% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling