+86.1%
FICO vs CCEP
+157.0%
-71.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.4% |
| 7D | -0.3% | +5.7% | -6.0% | -2.7% |
| 30D | +1.7% | +15.3% | -13.6% | -4.4% |
| 3M | -35.2% | +8.0% | -43.2% | -37.3% |
| 6M | -33.7% | +26.7% | -60.4% | -39.8% |
| YTD | -58.2% | +30.7% | -88.9% | -62.8% |
| 1Y | -56.6% | +36.5% | -93.1% | -62.1% |
| 3Y | -24.0% | +111.1% | -135.1% | -46.9% |
| 5Y | +86.1% | +149.7% | -63.7% | +16.4% |
| All | +86.1% | +157.0% | -71.0% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling