+104,095.6%
FICO vs CCEP
+6,869.6%
+97,225.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.1% | -13.6% | -15.9% |
| 7D | -19.2% | -3.1% | -16.1% | -18.4% |
| 30D | -14.6% | -2.6% | -12.0% | -13.9% |
| 3M | -20.1% | +14.9% | -35.0% | -22.9% |
| 6M | -36.3% | +2.3% | -38.6% | -36.8% |
| YTD | -44.9% | +17.8% | -62.7% | -47.3% |
| 1Y | -38.6% | +24.2% | -62.8% | -42.2% |
| 3Y | +4.0% | +84.7% | -80.7% | -12.4% |
| 5Y | +99.5% | +103.2% | -3.7% | +62.8% |
| 10Y | +604.7% | +257.4% | +347.3% | +396.5% |
| All | +104,095.6% | +6,869.6% | +97,225.9% | +46,143.7% |
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 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