+499.7%
FICO vs CCEP
+301.0%
+198.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -0.9% | +2.6% | -3.5% | -2.2% |
| 30D | +3.3% | +15.1% | -11.8% | -3.4% |
| 3M | -31.7% | +7.3% | -39.0% | -33.9% |
| 6M | -34.0% | +23.4% | -57.4% | -40.1% |
| YTD | -58.3% | +29.4% | -87.7% | -63.3% |
| 1Y | -57.9% | +34.2% | -92.2% | -63.5% |
| 3Y | -24.1% | +108.4% | -132.4% | -47.6% |
| 5Y | +85.3% | +147.3% | -61.9% | +15.4% |
| All | +499.7% | +301.0% | +198.6% | +211.7% |
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