+539.5%
FICO vs CCEP
+342.1%
+197.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +4.0% | +1.8% | +2.2% | +3.1% |
| 30D | -1.5% | +12.2% | -13.7% | -6.8% |
| 3M | -29.8% | +10.7% | -40.5% | -33.0% |
| 6M | -33.3% | +27.5% | -60.7% | -40.3% |
| YTD | -56.9% | +31.3% | -88.2% | -62.3% |
| 1Y | -59.5% | +29.9% | -89.4% | -64.4% |
| 3Y | -26.9% | +111.1% | -138.0% | -50.0% |
| 5Y | +92.9% | +142.3% | -49.4% | +20.8% |
| 10Y | +539.5% | +335.5% | +204.0% | +232.7% |
| All | +539.5% | +342.1% | +197.4% | +232.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling