-54.3%
FIS vs CCEP
+336.4%
-390.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -5.8% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | -19.4% | +11.0% | -30.4% | -23.5% |
| 3M | -31.6% | +9.2% | -40.8% | -34.6% |
| 6M | -32.5% | +27.2% | -59.7% | -39.8% |
| YTD | -56.0% | +30.3% | -86.3% | -61.5% |
| 1Y | -55.5% | +28.7% | -84.2% | -60.9% |
| 3Y | -41.3% | +109.4% | -150.7% | -59.4% |
| 5Y | -72.3% | +144.1% | -216.3% | -82.5% |
| All | -54.3% | +336.4% | -390.7% | -76.0% |
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