+1,577.3%
FERG vs CCEP
+1,570.5%
+6.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +6.4% | +1.8% | +4.7% | +6.2% |
| 30D | +19.9% | +12.2% | +7.8% | +18.1% |
| 3M | +5.6% | +10.7% | -5.1% | +4.1% |
| 6M | +9.2% | +27.5% | -18.2% | +5.5% |
| YTD | +20.6% | +31.3% | -10.7% | +16.0% |
| 1Y | +5.7% | +29.9% | -24.2% | +1.8% |
| 3Y | +73.6% | +111.1% | -37.5% | +56.5% |
| 5Y | +86.2% | +142.3% | -56.1% | +64.0% |
| 10Y | +440.7% | +335.5% | +105.2% | +360.5% |
| All | +1,577.3% | +1,570.5% | +6.8% | +1,378.0% |
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