-83.2%
FIG vs CCEP
+22.1%
-105.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +2.0% | +3.4% |
| 7D | -12.6% | +1.7% | -14.3% | -12.4% |
| 30D | -13.8% | +12.7% | -26.5% | -10.6% |
| 3M | -16.7% | +8.5% | -25.2% | -14.8% |
| 6M | -6.1% | +25.6% | -31.7% | +4.4% |
| YTD | -48.1% | +30.9% | -79.0% | -38.6% |
| 1Y | -56.2% | +32.0% | -88.1% | -47.7% |
| All | -83.2% | +22.1% | -105.3% | -81.7% |
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 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