+78,963.7%
FICO vs CCEP
+7,629.5%
+71,334.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.6% |
| 7D | -0.3% | +5.7% | -6.0% | -1.8% |
| 30D | +1.7% | +15.3% | -13.6% | -2.1% |
| 3M | -35.2% | +8.0% | -43.2% | -36.5% |
| 6M | -33.7% | +26.7% | -60.4% | -37.7% |
| YTD | -58.2% | +30.7% | -88.9% | -61.1% |
| 1Y | -56.6% | +36.5% | -93.1% | -60.1% |
| 3Y | -24.0% | +111.1% | -135.1% | -38.2% |
| 5Y | +86.1% | +149.7% | -63.7% | +43.9% |
| 10Y | +522.8% | +305.3% | +217.5% | +324.5% |
| All | +78,963.7% | +7,629.5% | +71,334.2% | +34,004.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling