+4.4%
FICO vs CCEP
+85.5%
-81.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.1% | -13.6% | -15.7% |
| 7D | -19.2% | -3.1% | -16.1% | -18.2% |
| 30D | -14.6% | -2.6% | -12.0% | -13.7% |
| 3M | -20.1% | +14.9% | -35.0% | -22.5% |
| 6M | -36.3% | +2.3% | -38.6% | -36.5% |
| YTD | -44.9% | +17.8% | -62.7% | -47.3% |
| 1Y | -38.6% | +24.2% | -62.8% | -42.3% |
| All | +4.4% | +85.5% | -81.1% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling