+84.4%
FICO vs CCEP
+147.2%
-62.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.2% |
| 7D | +2.2% | +2.1% | +0.1% | +1.3% |
| 30D | +0.1% | +10.6% | -10.5% | -4.3% |
| 3M | -35.2% | +10.3% | -45.5% | -37.8% |
| 6M | -32.4% | +31.1% | -63.4% | -39.4% |
| YTD | -57.4% | +32.1% | -89.5% | -62.3% |
| 1Y | -58.5% | +32.8% | -91.4% | -63.4% |
| 3Y | -28.9% | +111.3% | -140.2% | -50.4% |
| All | +84.4% | +147.2% | -62.8% | +15.4% |
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