+581.0%
FE vs CCEP
+1,289.5%
-708.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.4% |
| 7D | +0.6% | +5.7% | -5.1% | -0.7% |
| 30D | +6.4% | +15.3% | -8.9% | +3.0% |
| 3M | -0.5% | +8.0% | -8.5% | -2.3% |
| 6M | +4.7% | +26.7% | -22.0% | -0.9% |
| YTD | +8.4% | +30.7% | -22.3% | +1.6% |
| 1Y | +7.2% | +36.5% | -29.3% | -0.5% |
| 3Y | +44.9% | +111.1% | -66.2% | +21.4% |
| 5Y | +46.3% | +149.7% | -103.4% | +16.8% |
| 10Y | +110.3% | +305.3% | -195.1% | +48.2% |
| All | +581.0% | +1,289.5% | -708.6% | +235.2% |
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 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