+46.2%
FE vs CCEP
+139.0%
-92.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.5% | +5.4% | -5.9% | -1.9% |
| 30D | +4.3% | +12.8% | -8.4% | +1.1% |
| 3M | +0.4% | +10.9% | -10.5% | -2.4% |
| 6M | +6.9% | +25.6% | -18.7% | +0.5% |
| YTD | +8.0% | +31.0% | -23.0% | +0.1% |
| 1Y | +4.8% | +32.3% | -27.4% | -3.2% |
| 3Y | +49.0% | +110.5% | -61.6% | +20.6% |
| 5Y | +46.2% | +141.8% | -95.6% | +14.7% |
| All | +46.2% | +139.0% | -92.7% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling