+49.0%
FE vs CCEP
+111.2%
-62.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -0.5% | +5.4% | -5.9% | -1.8% |
| 30D | +4.3% | +12.8% | -8.4% | +1.3% |
| 3M | +0.4% | +10.9% | -10.5% | -2.2% |
| 6M | +6.9% | +25.6% | -18.7% | +0.7% |
| YTD | +8.0% | +31.0% | -23.0% | +0.2% |
| 1Y | +4.8% | +32.3% | -27.4% | -3.1% |
| 3Y | +49.0% | +110.5% | -61.6% | +20.7% |
| All | +49.0% | +111.2% | -62.3% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling