+84.6%
FERG vs CCEP
+139.0%
-54.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +7.2% | +5.4% | +1.8% | +5.1% |
| 30D | +17.9% | +12.8% | +5.1% | +12.4% |
| 3M | -1.3% | +10.9% | -12.1% | -5.4% |
| 6M | +8.3% | +25.6% | -17.3% | -2.0% |
| YTD | +18.3% | +31.0% | -12.7% | +4.8% |
| 1Y | +4.7% | +32.3% | -27.6% | -7.7% |
| 3Y | +70.3% | +110.5% | -40.2% | +15.8% |
| 5Y | +84.6% | +141.8% | -57.2% | +11.6% |
| All | +84.6% | +139.0% | -54.3% | +11.6% |
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 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