-57.9%
FICO vs CCEP
+36.6%
-94.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -0.9% | +2.6% | -3.5% | -2.1% |
| 30D | +3.3% | +15.1% | -11.8% | -3.3% |
| 3M | -31.7% | +7.3% | -39.0% | -34.0% |
| 6M | -34.0% | +23.4% | -57.4% | -38.4% |
| YTD | -58.3% | +29.4% | -87.7% | -63.6% |
| 1Y | -57.9% | +34.2% | -92.2% | -64.7% |
| All | -57.9% | +36.6% | -94.6% | -64.7% |
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 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