+576.2%
FE vs CCEP
+1,152.9%
-576.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.1% |
| 7D | +1.9% | -3.1% | +5.0% | +2.6% |
| 30D | -1.2% | -2.6% | +1.4% | -0.6% |
| 3M | +3.5% | +14.9% | -11.4% | +0.2% |
| 6M | -6.1% | +2.3% | -8.3% | -6.8% |
| YTD | +7.6% | +17.8% | -10.2% | +3.3% |
| 1Y | +11.9% | +24.2% | -12.3% | +6.1% |
| 3Y | +48.4% | +84.7% | -36.3% | +28.1% |
| 5Y | +44.8% | +103.2% | -58.4% | +21.0% |
| 10Y | +115.9% | +257.4% | -141.5% | +56.5% |
| All | +576.2% | +1,152.9% | -576.7% | +241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling