+2.2%
FERG vs CCEP
+28.8%
-26.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.5% |
| 7D | +8.2% | -0.3% | +8.5% | +8.3% |
| 30D | +14.4% | +11.0% | +3.4% | +11.9% |
| 3M | +4.3% | +9.2% | -4.9% | +2.2% |
| 6M | +7.9% | +27.2% | -19.3% | +0.3% |
| YTD | +16.3% | +30.3% | -14.0% | +6.0% |
| 1Y | +2.2% | +28.7% | -26.4% | -5.1% |
| All | +2.2% | +28.8% | -26.5% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling