+1,348.4%
FERG vs CCEP
+1,398.8%
-50.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +2.7% |
| 7D | 0.0% | -3.1% | +3.0% | +0.4% |
| 30D | -10.2% | -2.6% | -7.6% | -9.9% |
| 3M | -0.6% | +14.9% | -15.5% | -2.6% |
| 6M | -6.5% | +2.3% | -8.8% | -7.0% |
| YTD | +4.2% | +17.8% | -13.7% | +1.7% |
| 1Y | -2.3% | +24.2% | -26.5% | -5.4% |
| 3Y | +48.5% | +84.7% | -36.2% | +36.2% |
| 5Y | +72.0% | +103.2% | -31.2% | +54.3% |
| 10Y | +369.9% | +257.4% | +112.5% | +306.2% |
| All | +1,348.4% | +1,398.8% | -50.4% | +1,195.4% |
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