-83.9%
FIG vs CCEP
+22.1%
-106.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.0% | -4.0% |
| 7D | -11.4% | +5.4% | -16.8% | -10.3% |
| 30D | -17.2% | +12.8% | -30.0% | -14.2% |
| 3M | -26.6% | +10.9% | -37.5% | -24.4% |
| 6M | -9.8% | +25.6% | -35.5% | +0.3% |
| YTD | -50.1% | +31.0% | -81.1% | -41.0% |
| 1Y | -58.1% | +32.3% | -90.3% | -49.8% |
| All | -83.9% | +22.1% | -106.0% | -82.5% |
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 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