-17.4%
FIS vs CCEP
+86.4%
-103.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.1% |
| 7D | +1.1% | -3.1% | +4.1% | +2.2% |
| 30D | -2.2% | -2.6% | +0.4% | -1.3% |
| 3M | +2.1% | +14.9% | -12.8% | -2.0% |
| 6M | -14.7% | +2.3% | -16.9% | -15.0% |
| YTD | -35.7% | +17.8% | -53.6% | -39.5% |
| 1Y | -37.1% | +24.2% | -61.3% | -42.0% |
| All | -17.4% | +86.4% | -103.8% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling