-55.3%
FIS vs CCEP
+299.9%
-355.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -1.9% |
| 7D | -29.4% | +1.7% | -31.1% | -30.3% |
| 30D | -16.7% | +12.7% | -29.4% | -21.4% |
| 3M | -33.0% | +8.5% | -41.5% | -35.7% |
| 6M | -33.3% | +25.6% | -58.9% | -40.1% |
| YTD | -56.0% | +30.9% | -86.9% | -61.5% |
| 1Y | -54.6% | +32.0% | -86.5% | -60.5% |
| 3Y | -40.6% | +110.9% | -151.6% | -58.8% |
| 5Y | -71.9% | +138.5% | -210.4% | -82.0% |
| 10Y | -55.3% | +302.3% | -357.6% | -76.2% |
| All | -55.3% | +299.9% | -355.2% | -76.2% |
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