+424.2%
FERG vs CCEP
+342.6%
+81.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | +9.7% | +2.1% | +7.6% | +9.3% |
| 30D | +15.0% | +10.6% | +4.5% | +12.4% |
| 3M | +3.8% | +10.3% | -6.6% | +1.4% |
| 6M | +10.6% | +31.1% | -20.5% | +3.6% |
| YTD | +17.0% | +32.1% | -15.1% | +9.2% |
| 1Y | +7.1% | +32.8% | -25.7% | -0.1% |
| 3Y | +67.7% | +111.3% | -43.6% | +39.6% |
| 5Y | +76.4% | +147.5% | -71.1% | +40.4% |
| All | +424.2% | +342.6% | +81.7% | +283.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling