-80.3%
FIG vs CCEP
+10.7%
-91.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.4% | -5.4% |
| 7D | -16.4% | -1.0% | -15.4% | -16.6% |
| 30D | -2.3% | -1.6% | -0.7% | -2.8% |
| 3M | +7.8% | +11.9% | -4.0% | +14.7% |
| 6M | -21.8% | +7.5% | -29.3% | -17.8% |
| YTD | -39.1% | +18.7% | -57.9% | -29.9% |
| 1Y | -56.6% | +21.4% | -78.0% | -48.5% |
| All | -80.3% | +10.7% | -91.0% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling