+72.6%
FERG vs CCEP
+108.6%
-35.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.2% |
| 7D | +3.4% | -1.0% | +4.4% | +3.7% |
| 30D | -11.5% | -1.6% | -9.9% | -11.1% |
| 3M | +1.3% | +11.9% | -10.6% | -3.7% |
| 6M | -1.0% | +7.5% | -8.4% | -4.5% |
| YTD | +3.2% | +18.7% | -15.5% | -4.7% |
| 1Y | -3.0% | +21.4% | -24.4% | -11.6% |
| 3Y | +55.0% | +89.1% | -34.1% | +11.4% |
| 5Y | +72.6% | +108.7% | -36.1% | +14.9% |
| All | +72.6% | +108.6% | -35.9% | +14.9% |
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