-59.5%
FICO vs CCEP
+31.1%
-90.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +4.0% | +1.8% | +2.2% | +3.2% |
| 30D | -1.5% | +12.2% | -13.7% | -6.5% |
| 3M | -29.8% | +10.7% | -40.5% | -32.7% |
| 6M | -33.3% | +27.5% | -60.7% | -37.7% |
| YTD | -56.9% | +31.3% | -88.2% | -61.9% |
| 1Y | -59.5% | +29.9% | -89.4% | -63.6% |
| All | -59.5% | +31.1% | -90.6% | -63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling